Selected Publications
- Iksanov, A., Kolesko, K., and Meiners, M.:
Asymptotic fluctuations in supercritical Crump-Mode-Jagers processes
Ann. Probab. 52 (2024), no. 4, 1538-1606 article arxiv - Alfeus, M., Nikitopoulos, C., and Overbeck, L.: Implied roughness in the term structure of oil markets
Quantitative Finance 24 (2024), 347-362 - Ackermann, J., Kruse, T., and Overbeck, L.:
Inhomogeneous affine Volterra Processes
Stochastic Process. Appl. 150 (2022), p. 250-279. - Meiners, M., and Mentemeier, S.: Solutions to complex smoothing equations
Probab. Theory Related Fields 168 (2017), 199–268. arxiv springerlink - Alsmeyer, G., and Meiners, M.: Fixed points of the smoothing transform: two-sided solutions
Probab. Theory Related Fields 155 (2013), no. 1-2, 165–199. arxiv springerlink - Alsmeyer, G., Biggins, J.D., and Meiners, M.: The functional equation of the smoothing transform
Ann. Probab. 40 (2012), no. 5, 2069-2105. pdf arxiv projecteuclid - Bluhm, C., Overbeck, L. and Wagner, C.:
Introduction to Credit Risk Modeling
Chapman & Hall. Boca Raton, Fl, USA. 2nd edition 2010 - Overbeck, L.: Non-linear superprocesses
Annals of Probability 24 (1996), 743-760.