"False"
Umeå universitet
printicon
Huvudmenyn dold.
Personalbild Kevin Kamm

Kevin Kamm

Kontakt

E-post
kevin.kamm@umu.se
Telefon
090-786 95 61

Verksam som

Anknytning
Universitetslektor vid Institutionen för matematik och matematisk statistik
Plats
MIT-huset, plan 3, Matematik och matematisk statistik, MIT.B.341 Umeå universitet, 901 87 Umeå
On the impact of feeding cost risk in aquaculture valuation and decision making
Quantitative finance (Print), Routledge 2024, Vol. 24, (9) : 1341-1352
Ewald, Christian Oliver; Kamm, Kevin
Numerical solution of kinetic SPDEs via stochastic Magnus expansion
Mathematics and Computers in Simulation, Elsevier 2023, Vol. 207 : 189-208
Kamm, Kevin; Pagliarani, Stefano; Pascucci, Andrea
On the Deterministic-Shift Extended CIR Model in a Negative Interest Rate Framework
International Journal of Financial Studies, MDPI 2022, Vol. 10, (2) : 38-38
Di Francesco, Marco; Kamm, Kevin
How to handle negative interest rates in a CIR framework
SeMA Journal, Springer Nature 2021, Vol. 79, (4) : 593-618
Di Francesco, Marco; Kamm, Kevin
On the Stochastic Magnus Expansion and Its Application to SPDEs
Journal of Scientific Computing, Springer Nature 2021, Vol. 89, (3)
Kamm, Kevin; Pagliarani, Stefano; Pascucci, Andrea
CDO calibration via Magnus Expansion and Deep Learning
Di Francesco, Marco; Kamm, Kevin
An introduction to rating triggers for collateral-inclusive XVA in an ICTMC framework
Kamm, Kevin
A novel approach to rating transition modelling via Machine Learning and SDEs on Lie groups
Kamm, Kevin; Muniz, Michelle
Rating Triggers for Collateral-Inclusive XVA via Machine Learning and SDEs on Lie Groups
Kamm, Kevin; Muniz, Michelle
Visa publikationer i DiVA