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Sparse Modeling Approach to the Arbitrage-Free Interpolation of Plain-Vanilla Option Prices and Implied Volatilities

Risks (Basel), 2023-04, Vol.11 (5), p.83

Guterding, Daniel

2023

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Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning

The Journal of finance and data science, 2021-11, Vol.7, p.126-142

Guterding, Daniel

2021

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Unified picture of the doping dependence of superconducting transition temperatures in alkali metal/ammonia intercalated FeSe

Physical review. B, Condensed matter and materials physics, 2015-01, Vol.91 (4), Article 041112

2015

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Influence of molecular conformations on the electronic structure of organic charge transfer salts

Physical review. B, Condensed matter and materials physics, 2015-08, Vol.92 (8), Article 081109

2015

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Two-Dome Superconductivity in FeS Induced by a Lifshitz Transition

Physical review letters, 2018-09, Vol.121 (13), p.137001-137001, Article 137001

2018

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Quantum Computing Approach to Realistic ESG-Friendly Stock Portfolios

Risks (Basel), 2024-04, Vol.12 (4), p.66

2024

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Evidence for Eight-Node Mixed-Symmetry Superconductivity in a Correlated Organic Metal

Physical review letters, 2016-06, Vol.116 (23), Article 237001

2016

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Reduction of magnetic interlayer coupling in barlowite through isoelectronic substitution

Physical review. B, 2016-09, Vol.94 (12), p.125136, Article 125136

2016

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Basic electronic properties of iron selenide under variation of structural parameters

Physical review. B, 2017-09, Vol.96 (12), Article 125107

2017

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Importance of the Fermi surface and magnetic interactions for the superconducting dome in electron-doped FeSe intercalates

Physical review. B, 2020-05, Vol.101 (18), p.1, Article 180511

2020

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The Heston stochastic volatility model with piecewise constant parameters — efficient calibration and pricing of window barrier options

Journal of computational and applied mathematics, 2018-12, Vol.343, p.353-362

2018

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An efficient GPU algorithm for tetrahedron-based Brillouin-zone integration

Computer physics communications, 2018-10, Vol.231, p.114-121

2018

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Electronic structure and de Haas-van Alphen frequencies in KFe2As2 within LDA+DMFT

New journal of physics, 2014-08, Vol.16 (8), p.083025

2014

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Prospect of quantum anomalous Hall and quantum spin Hall effect in doped kagome lattice Mott insulators

Scientific reports, 2016-05, Vol.6 (1), p.25988-25988, Article 25988

2016

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Ab initio perspective on structural and electronic properties of iron‐based superconductors

Physica Status Solidi. B: Basic Solid State Physics, 2017-01, Vol.254 (1), p.np-n/a

2017

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Pressure evolution of electronic structure and magnetism in the layered van der Waals ferromagnet CrGeTe 3

Physical review. B, 2023-09, Vol.108 (12), Article 125142

2023

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Evidence for Eight-Node Mixed-Symmetry Superconductivity in a Correlated Organic Metal

Physical review letters, 2016-06, Vol.116 (23), p.237001-237001

2016

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Nontrivial Role of Interlayer Cation States in Iron-Based Superconductors

Physical review letters, 2017-01, Vol.118 (1), p.017204-017204, Article 017204

2017

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Theory for doping trends in titanium oxypnictide superconductors

Physical review. B, 2021-11, Vol.104 (18), Article 184519

2021

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Electronic structure and de Haas–van Alphen frequencies in KFe 2 As 2 within LDA+DMFT

New journal of physics, 2014-08, Vol.16 (8), p.83025

2014

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Electronic structure and de Haas-van Alphen frequencies in KFe sub(2)As sub(2) within LDA+DMFT

New journal of physics, 2014-01, Vol.16, p.1-16

2014

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Microscopic modelling of organic and iron-based superconductors

Guterding, Daniel

2017

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Role of vertex corrections in the matrix formulation of the random phase approximation for the multiorbital Hubbard model

Physical review. B, 2016-12, Vol.94 (21), Article 214515

2016

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Quantum spin Hall effect in rutile-based oxide multilayers

Physical review. B, 2016-12, Vol.94 (23), p.235111, Article 235111

2016

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Near-degeneracy of extended s + d x 2 − y 2 and d x y order parameters in quasi-two-dimensional organic superconductors

Physical review. B, 2016-07, Vol.94 (2), Article 024515

2016

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Sparse Modeling Approach to the Arbitrage-Free Interpolation of Plain-Vanilla Option Prices and Implied Volatilities

Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning

Unified picture of the doping dependence of superconducting transition temperatures in alkali metal/ammonia intercalated FeSe

Influence of molecular conformations on the electronic structure of organic charge transfer salts

Two-Dome Superconductivity in FeS Induced by a Lifshitz Transition

Quantum Computing Approach to Realistic ESG-Friendly Stock Portfolios

Evidence for Eight-Node Mixed-Symmetry Superconductivity in a Correlated Organic Metal

Reduction of magnetic interlayer coupling in barlowite through isoelectronic substitution

Basic electronic properties of iron selenide under variation of structural parameters

Importance of the Fermi surface and magnetic interactions for the superconducting dome in electron-doped FeSe intercalates

The Heston stochastic volatility model with piecewise constant parameters — efficient calibration and pricing of window barrier options

An efficient GPU algorithm for tetrahedron-based Brillouin-zone integration

Electronic structure and de Haas-van Alphen frequencies in KFe2As2 within LDA+DMFT

Prospect of quantum anomalous Hall and quantum spin Hall effect in doped kagome lattice Mott insulators

Ab initio perspective on structural and electronic properties of iron‐based superconductors

Pressure evolution of electronic structure and magnetism in the layered van der Waals ferromagnet CrGeTe 3

Evidence for Eight-Node Mixed-Symmetry Superconductivity in a Correlated Organic Metal

Nontrivial Role of Interlayer Cation States in Iron-Based Superconductors

Theory for doping trends in titanium oxypnictide superconductors

Electronic structure and de Haas–van Alphen frequencies in KFe 2 As 2 within LDA+DMFT

Electronic structure and de Haas-van Alphen frequencies in KFe sub(2)As sub(2) within LDA+DMFT

Microscopic modelling of organic and iron-based superconductors

Role of vertex corrections in the matrix formulation of the random phase approximation for the multiorbital Hubbard model

Quantum spin Hall effect in rutile-based oxide multilayers

Near-degeneracy of extended s + d x 2 − y 2 and d x y order parameters in quasi-two-dimensional organic superconductors

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