Christian Bayer

Weierstrass Institute

Berlin

Germany

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SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Log-Modulated Rough Stochastic Volatility Models

Number of pages: 28 Posted: 10 Aug 2020 Last Revised: 18 Jan 2021

Christian Bayer, Fabian Harang and Paolo Pigato

Weierstrass Institute, affiliation not provided to SSRN and University of Rome Tor Vergata - Department of Economics and Finance

Downloads 88 (554,492)

Citation 1

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2.

The Invariant Distribution of Wealth and Employment Status in a Small Open Economy with Precautionary Savings

CESifo Working Paper No. 7397

Number of pages: 44 Posted: 21 Feb 2019

Christian Bayer, Alan D. Rendall and Klaus Wälde

Weierstrass Institute, Johannes Gutenberg University Mainz and Johannes Gutenberg University Mainz

Downloads 76 (604,255)

Citation 4

Abstract:

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