Yannick Dillschneider

GMM Estimation of Stochastic Volatility Models Using Transform-Based Moments of Derivatives Prices

Yannick Dillschneider, R. Maurer, 2021 .

Functional Ross Recovery: An Operator Approach

Yannick Dillschneider, R. Maurer, 2017 .

Functional Ross Recovery: Theoretical Results and Empirical Tests

Yannick Dillschneider, R. Maurer, 2019, Journal of Economic Dynamics and Control.

Ross Recovery in Pricing Semigroups

Yannick Dillschneider, 2019 .

Dynamic Portfolio Choice with Annuities When the Interest Rate Is Stochastic

Yannick Dillschneider, R. Maurer, Peter Schober, 2020, SSRN Electronic Journal.

Generalized Transform Analysis for Asset Pricing and Parameter Estimation

Yannick Dillschneider, 2021 .

Affine Stochastic Volatility Models: Supplementary Material

Yannick Dillschneider, 2019, SSRN Electronic Journal.

Characteristic Function-Based Estimation of Affine Option Pricing Models

Yannick Dillschneider, 2019, SSRN Electronic Journal.