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2020 – today
- 2024
[j10]Pascal Mettes
, Mina Ghadimi Atigh, Martin Keller-Ressel, Jeffrey Gu, Serena Yeung:
Hyperbolic Deep Learning in Computer Vision: A Survey. Int. J. Comput. Vis. 132(9): 3484-3508 (2024)- [i6]Zhe Jiao, Martin Keller-Ressel:
Emergence of heavy tails in homogenized stochastic gradient descent. CoRR abs/2402.01382 (2024) - 2023
- [i5]Pascal Mettes, Mina Ghadimi Atigh, Martin Keller-Ressel, Jeffrey Gu, Serena Yeung:
Hyperbolic Deep Learning in Computer Vision: A Survey. CoRR abs/2305.06611 (2023) - 2022
- [j9]Martin Keller-Ressel, Stephanie Nargang:
Strain-minimizing hyperbolic network embeddings with landmarks. J. Complex Networks 11(1) (2022) - [i4]Martin Keller-Ressel, Stephanie Nargang:
Strain-Minimizing Hyperbolic Network Embeddings with Landmarks. CoRR abs/2207.06775 (2022) - 2021
- [c1]Mina Ghadimi Atigh, Martin Keller-Ressel, Pascal Mettes:
Hyperbolic Busemann Learning with Ideal Prototypes. NeurIPS 2021: 103-115 - [i3]Mina Ghadimi Atigh, Martin Keller-Ressel, Pascal Mettes:
Hyperbolic Busemann Learning with Ideal Prototypes. CoRR abs/2106.14472 (2021) - 2020
- [j8]Martin Keller-Ressel, Stephanie Nargang:
Hydra: a method for strain-minimizing hyperbolic embedding of network- and distance-based data. J. Complex Networks 8(1) (2020) - [i2]Martin Keller-Ressel:
A Theory of Hyperbolic Prototype Learning. CoRR abs/2010.07744 (2020)
2010 – 2019
- 2019
- [j7]Paolo Di Tella, Martin Haubold, Martin Keller-Ressel:
Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation. J. Appl. Probab. 56(3): 787-809 (2019) - [i1]Martin Keller-Ressel, Stephanie Nargang:
Hydra: A method for strain-minimizing hyperbolic embedding. CoRR abs/1903.08977 (2019) - 2018
- [j6]Martin Keller-Ressel:
Correction to: Yield curve shapes and the asymptotic short rate distribution in affine one-factor models. Finance Stochastics 22(2): 503-510 (2018) - [j5]Antoine Jacquier, Martin Keller-Ressel:
Implied Volatility in Strict Local Martingale Models. SIAM J. Financial Math. 9(1): 171-189 (2018) - 2014
- [j4]Claus Griessler, Martin Keller-Ressel:
Convex Order of Discrete, Continuous, and Predictable Quadratic Variation and Applications to Options on Variance. SIAM J. Financial Math. 5(1): 1-19 (2014) - 2013
- [j3]Martin Keller-Ressel, Johannes Muhle-Karbe:
Asymptotic and exact pricing of options on variance. Finance Stochastics 17(1): 107-133 (2013) - 2012
- [j2]Christa Cuchiero, Martin Keller-Ressel, Josef Teichmann:
Polynomial processes and their applications to mathematical finance. Finance Stochastics 16(4): 711-740 (2012)
2000 – 2009
- 2008
- [j1]Martin Keller-Ressel, Thomas Steiner:
Yield curve shapes and the asymptotic short rate distribution in affine one-factor models. Finance Stochastics 12(2): 149-172 (2008)
Coauthor Index
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