Walter Farkas

Intrinsic Risk Measures

Walter Farkas, Alexander Smirnow, 2018 .

Operational Risk Quantification Using Extreme Value Theory and Copulas: From Theory to Practice

Walter Farkas, W. Farkas, Elise Gourier, 2008 .

Characterisations of function spaces of generalised smoothness

Hans-Gerd Leopold, Walter Farkas, W. Farkas, 2006 .

Anisotropic Stable Levy Copula Processes - Analytical and Numerical Aspects

Christoph Schwab, Walter Farkas, C. Schwab, 2007 .

American Options with Stopping Time Constraints

Markus Leippold, Walter Farkas, Daniel Egloff, 2005 .

Beyond cash-additive capital requirements: when changing the numeraire fails

Pablo Koch-Medina, Walter Farkas, Cosimo-Andrea Munari, 2012 .

Function spaces related to continuous negative definite functions: ψ-Bessel potential spaces

René L. Schilling, Niels Jacob, Walter Farkas, 2001 .