Matthias Scherer

Publication Activity (10 Years)

Years Active: 2009-2020
Publications (10 Years): 7

Top Topics

Diffusion Processes

Probabilistic Relational

Degree Distribution

Top Venues

J. Multivar. Anal.

Monte Carlo Methods Appl.

Publications

Henrik Sloot, Matthias Scherer
A probabilistic view on semilinear copulas. Inf. Sci. 512 (2020)
Jan-Frederik Mai, Matthias Scherer
On the structure of exchangeable extreme-value copulas. J. Multivar. Anal. 180 (2020)
Johanna Neslehová, Anne-Laure Fougères, Alexander J. McNeil, Matthias Scherer
Editorial for the Special Issue on dependence models. J. Multivar. Anal. 172 (2019)
Janina Engel, Andrea Pagano, Matthias Scherer
Reconstructing the topology of financial networks from degree distributions and reciprocity. J. Multivar. Anal. 172 (2019)
Veronika David, Mathias Forjan, Richard Pastêka, Matthias Scherer, Otto Hofstätter
Development of a Multi-Purpose Easy-to-Use Set of Tools for Home Based Rehabilitation: Use Cases and Applications developed during the REHABitation Project. DSAI (2018)
Daniel Krause, Matthias Scherer, Jonas Schwinn, Ralf Werner
Membership testing for Bernoulli and tail-dependence matrices. J. Multivar. Anal. 168 (2018)
Janina Engel, Matthias Scherer, Leonhard Spiegelberg
One-Factor Lévy-Frailty Copulas with Inhomogeneous Trigger Rates. SMPS (2016)
Lexuri Fernández, Peter Hieber, Matthias Scherer
Double-barrier first-passage times of jump-diffusion processes. Monte Carlo Methods Appl. 19 (2) (2013)
Jan-Frederik Mai, Matthias Scherer, Natalia Shenkman
Multivariate geometric distributions, (logarithmically) monotone sequences, and infinitely divisible laws. J. Multivar. Anal. 115 (2013)
Jan-Frederik Mai, Matthias Scherer
H-extendible copulas. J. Multivar. Anal. 110 (2012)
Jan-Frederik Mai, Matthias Scherer, Natalia Shenkman
An Analytical Characterization of the Exchangeable Wide-Sense Geometric Law. SMPS (2012)
Peter Hieber, Matthias Scherer
Efficiently pricing barrier options in a Markov-switching framework. J. Comput. Appl. Math. 235 (3) (2010)
Christian Hering, Marius Hofert, Jan-Frederik Mai, Matthias Scherer
Constructing hierarchical Archimedean copulas with Lévy subordinators. J. Multivar. Anal. 101 (6) (2010)
Jan-Frederik Mai, Matthias Scherer
Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions. Inf. Sci. 179 (17) (2009)
Jan-Frederik Mai, Matthias Scherer
Lévy-frailty copulas. J. Multivar. Anal. 100 (7) (2009)