| On the stochastic Magnus expansion and its application to SPDEs K Kamm, S Pagliarani, A Pascucci Journal of Scientific Computing 89 (3), 56, 2021 | 19 | 2021 |
| Numerical solution of kinetic SPDEs via stochastic Magnus expansion K Kamm, S Pagliarani, A Pascucci Mathematics and Computers in Simulation 207, 189-208, 2023 | 4 | 2023 |
| How to handle negative interest rates in a CIR framework M Di Francesco, K Kamm SeMA Journal 79 (4), 593-618, 2022 | 4 | 2022 |
| On the deterministic-shift extended CIR model in a negative interest rate framework M Di Francesco, K Kamm International Journal of Financial Studies 10 (2), 38, 2022 | 3 | 2022 |
| A novel approach to rating transition modelling via Machine Learning and SDEs on Lie groups K Kamm, M Muniz arXiv preprint arXiv:2205.15699, 2022 | 2 | 2022 |
| On the impact of feeding cost risk in aquaculture valuation and decision making CO Ewald, K Kamm Quantitative Finance, 1-12, 2024 | 1 | 2024 |
| An introduction to rating triggers for collateral-inclusive XVA in an ICTMC framework K Kamm arXiv preprint arXiv:2207.03883, 2022 | 1 | 2022 |
| On the Impact of Biological Risk in Aquaculture Valuation and Decision Making CO Ewald, K Kamm arXiv preprint arXiv:2402.08686, 2024 | | 2024 |
| A Unified Model for XVA, including Interest Rates and Rating K Kamm alma, 2023 | | 2023 |
| CDO calibration via Magnus Expansion and Deep Learning M Di Francesco, K Kamm arXiv preprint arXiv:2212.12318, 2022 | | 2022 |
| Rating Triggers for Collateral-Inclusive XVA via Machine Learning and SDEs on Lie Groups K Kamm, M Muniz arXiv preprint arXiv:2211.00326, 2022 | | 2022 |
| On the Deterministic-Shift Extended CIR Model in a Negative Interest Rate Framework MD Francesco, K Kamm IJFS 10 (2), 1-26, 2022 | | 2022 |
