Martin Keller-Ressel

Publication Activity (10 Years)

Years Active: 2008-2024
Publications (10 Years): 12

Top Topics

Negative Binomial

Landmark Recognition

Top Venues

J. Complex Networks

SIAM J. Financial Math.

Finance Stochastics

Publications

Zhe Jiao, Martin Keller-Ressel
Emergence of heavy tails in homogenized stochastic gradient descent. CoRR (2024)
Pascal Mettes, Mina Ghadimi Atigh, Martin Keller-Ressel, Jeffrey Gu, Serena Yeung
Hyperbolic Deep Learning in Computer Vision: A Survey. CoRR (2023)
Martin Keller-Ressel, Stephanie Nargang
Strain-minimizing hyperbolic network embeddings with landmarks. J. Complex Networks 11 (1) (2022)
Martin Keller-Ressel, Stephanie Nargang
Strain-Minimizing Hyperbolic Network Embeddings with Landmarks. CoRR (2022)
Mina Ghadimi Atigh, Martin Keller-Ressel, Pascal Mettes
Hyperbolic Busemann Learning with Ideal Prototypes. CoRR (2021)
Mina Ghadimi Atigh, Martin Keller-Ressel, Pascal Mettes
Hyperbolic Busemann Learning with Ideal Prototypes. NeurIPS (2021)
Martin Keller-Ressel
A Theory of Hyperbolic Prototype Learning. CoRR (2020)
Martin Keller-Ressel, Stephanie Nargang
Hydra: a method for strain-minimizing hyperbolic embedding of network- and distance-based data. J. Complex Networks 8 (1) (2020)
Paolo Di Tella, Martin Haubold, Martin Keller-Ressel
Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation. J. Appl. Probab. 56 (3) (2019)
Martin Keller-Ressel, Stephanie Nargang
Hydra: A method for strain-minimizing hyperbolic embedding. CoRR (2019)
Martin Keller-Ressel
Correction to: Yield curve shapes and the asymptotic short rate distribution in affine one-factor models. Finance Stochastics 22 (2) (2018)
Antoine Jacquier, Martin Keller-Ressel
Implied Volatility in Strict Local Martingale Models. SIAM J. Financial Math. 9 (1) (2018)
Claus Griessler, Martin Keller-Ressel
Convex Order of Discrete, Continuous, and Predictable Quadratic Variation and Applications to Options on Variance. SIAM J. Financial Math. 5 (1) (2014)
Martin Keller-Ressel, Johannes Muhle-Karbe
Asymptotic and exact pricing of options on variance. Finance Stochastics 17 (1) (2013)
Christa Cuchiero, Martin Keller-Ressel, Josef Teichmann
Polynomial processes and their applications to mathematical finance. Finance Stochastics 16 (4) (2012)
Martin Keller-Ressel, Thomas Steiner
Yield curve shapes and the asymptotic short rate distribution in affine one-factor models. Finance Stochastics 12 (2) (2008)