Janka M\"oller

Identifiers

• name variant Janka M\"oller 0.60 · backfill

Papers (3)

1. Polynomial McKean-Vlasov SDEs math.PR · 2025 · author #2
2. Signature Methods in Stochastic Portfolio Theory q-fin.MF · 2023 · author #2
3. Joint calibration to SPX and VIX options with signature-based models q-fin.MF · 2023 · author #3

Mentions

• 2502.19203 #2 · arxiv_oai · confidence 0.70 Janka M\"oller
• 2310.02322 #2 · arxiv_oai · confidence 0.70 Janka M\"oller
• 2301.13235 #3 · arxiv_oai · confidence 0.70 Janka M\"oller

Frequent Coauthors

• Christa Cuchiero 3 shared papers
• Guido Gazzani 1 shared papers
• Sara Svaluto-Ferro 1 shared papers