ao.Univ.Prof. Dr. Klaus Pötzelberger

Publications

Research output per year 1991 1999 2000 2001 2003 2021

• 23 Journal article
• 15 WU Working Paper
• 8 Working Paper/Preprint
• 5 Contribution to conference proceedings
• 2 More
  • 1 Chapter in edited volume
  • 1 Other contribution to journal

Research output per year

Research output per year

Search results

• 2021

  On the empirical estimator of the boundary in inverse first-exit problems

  Pötzelberger, K. & Gür, S., 2021, In: Computational Statistics. 36, 1, p. 1809 - 1820

  Publication: Scientific journal › Journal article › peer-review

  Open Access
  9 Downloads (Pure)
• 2019

  Sensitivity of boundary crossing probabilities of the Brownian motion

  Gür, S. & Pötzelberger, K., 2019, In: Monte Carlo Methods and Applications.

  Publication: Scientific journal › Journal article › Research › peer-review
• 2017

  Estimating the Quantization Dimension: Diffusion Processes

  Pötzelberger, K., 2017, AIP Conference Proceedings 1728/1. American Institute of Physics (ed.). College Park, USA, p. 1

  Publication: Chapter in book/Conference proceeding › Contribution to conference proceedings

• 2016

  Estimating the dimension of probability distributions

  Pötzelberger, K., 2016, Proceedings of the World Statistics Congress 2015. ISI (ed.). Amsterdam: ISI/IASC, p. 1-10

  Publication: Chapter in book/Conference proceeding › Contribution to conference proceedings

• 2012

  Consistency of the empirical quantization error

  Pötzelberger, K., 1 Dec 2012, AIP Conference Proceedings 1479. American Institute of Physics (ed.). Melville NY, p. 435 - 437

  Publication: Chapter in book/Conference proceeding › Contribution to conference proceedings

• Improving the Monte Carlo estimation of boundary crossing probabilities by control variables

  Pötzelberger, K., 1 Dec 2012, In: Monte Carlo Methods and Applications. 18, p. 353 - 377

  Publication: Scientific journal › Journal article › Research › peer-review

• 2011

  Estimating boundary crossing probabilities by adaptive control variables

  Pötzelberger, K., 2011, Proceedings of the ISI 2011. ISI (ed.). Amsterdam, p. 1 - 10

  Publication: Chapter in book/Conference proceeding › Contribution to conference proceedings

• 2007

  Crossing probabilities for diffusions with piecewise continuous boundaries

  Wang, L. & Pötzelberger, K., 1 Nov 2007, In: Methodology and Computing in Applied Probability. 9, 1, p. 21 - 40

  Publication: Scientific journal › Journal article › Research

• 2005

  Automatic Markov Chain Monte Carlo Procedures for Sampling from Multivariate Distributions

  Karawatzki, R., Leydold, J. & Pötzelberger, K., 1 Dec 2005, (Research Report Series / Department of Statistics and Mathematics; No. 27).

  Publication: Working/Discussion Paper › WU Working Paper

  Open Access

  File
  36 Downloads (Pure)
• 2004

  The quantization error of self-similar distributions

  Pötzelberger, K., 2004, In: Mathematical Proceedings of the Cambridge Philosophical Society. 137, 3, p. 725 - 740

  Publication: Scientific journal › Journal article › Research › peer-review
• 2003

  Asymptotic quantization of probability distributions

  Pötzelberger, K., 2003, In: Analysis in Theory and Applications.

  Publication: Scientific journal › Journal article › Research › peer-review

• Dilution, anti-dilution and corporate positions in options on the company's own stocks

  Pötzelberger, K. & Hanke, M., 2003, In: Quantitative Finance.

  Publication: Scientific journal › Journal article

• Equilibrium and learning in a non-stationary environment

  Pötzelberger, K., 2003, Proceedings of the 2001 IFAC Symposium on Modeling and Control of Economic Systems, Hrsg. Neck, R., 191-196, Berlin: Springer-Verlag 2003.

  Publication: Chapter in book/Conference proceeding › Contribution to conference proceedings

• Estimating the dimension of factors of diffusion processes

  Pötzelberger, K., 2003, In: Statistics and Risk Modeling.

  Publication: Scientific journal › Journal article › Research › peer-review

• Sample autocorrelation learning in a capital market model

  Pötzelberger, K. & Sögner, L., 2003, In: Journal of Economic Behavior and Organization.

  Publication: Scientific journal › Journal article › peer-review

• Stochastic equilibrium: learning by expontential smoothing

  Pötzelberger, K. & Sögner, L., 2003, In: Journal of Economic Dynamics & Control.

  Publication: Scientific journal › Journal article › peer-review

• 2002

  Admissible unbiased quantizations: distributions without linear components

  Pötzelberger, K., 2002, In: Mathematical Methods of Statistics.

  Publication: Scientific journal › Journal article › Research › peer-review

• Consistent Pricing of Warrants and Traded Options

  Hanke, M. & Pötzelberger, K., 2002, In: Review of Financial Economics.

  Publication: Scientific journal › Journal article › Research › peer-review

• MSP-partitions and unbiased quantizations: a review of results

  Pötzelberger, K., 2002, In: Austrian Journal of Statistics.

  Publication: Scientific journal › Journal article › peer-review

• Quantization models: Local approach and asymptotically optimal quantizations

  Pötzelberger, K., 2002, Springer-Verlag 2002.

  Publication: Chapter in book/Conference proceeding › Chapter in edited volume

• 2001

  Admissible unbiased quantizations: distributions without linear components

  Pötzelberger, K., 2001.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• Boundary crossing probability for Brownian motion

  Pötzelberger, K., 2001, In: Journal of Applied Probability.

  Publication: Scientific journal › Journal article › Research › peer-review

• Clustering and quantization by MSP-Partitions

  Pötzelberger, K. & Strasser, H., 2001, In: Statistics and Risk Modeling.

  Publication: Scientific journal › Journal article › Research › peer-review

• Equilibrium and learning in a non-stationary environment

  Pötzelberger, K. & Sögner, L., 2001, June 2001 ed., Vienna: SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, (Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science"; No. 59).

  Publication: Working/Discussion Paper › WU Working Paper

  Open Access

  File
  42 Downloads (Pure)

• Option pricing in the presence of warrants

  Pötzelberger, K., 2001.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• Quantization of Models: Local Approach and Asymptotically Optimal Partitions

  Pötzelberger, K., 2001.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• The quantization dimension of distributions

  Pötzelberger, K., 2001, In: Mathematical Proceedings of the Cambridge Philosophical Society.

  Publication: Scientific journal › Journal article › Research › peer-review

• 2000

  Admissible unbiased quanitzations: distributions without linear components

  Pötzelberger, K., 2000.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• Admissible Unbiased Quantizations: Distributions with Linear Components

  Pötzelberger, K., 2000, June 2000 ed., Vienna: Department of Statistics and Mathematics, WU Vienna University of Economics and Business, (Forschungsberichte / Institut für Statistik; No. 75).

  Publication: Working/Discussion Paper › WU Working Paper

  Open Access

  File
  17 Downloads (Pure)

• Admissible Unbiased Quantizations: Distributions without Linear Components

  Pötzelberger, K., 2000, June 2000 ed., Vienna: Department of Statistics and Mathematics, WU Vienna University of Economics and Business, (Forschungsberichte / Institut für Statistik; No. 76).

  Publication: Working/Discussion Paper › WU Working Paper

  Open Access

  File
  25 Downloads (Pure)

• Auswirkungen der Emission von Warrants auf die Optionsbewertung im Black/Scholes-Modell

  Hanke, M. & Pötzelberger, K., 2000, In: Finanzmarkt und Portfolio-Management (FMPFM).

  Publication: Scientific journal › Journal article › Research › peer-review

• Auswirkungen virtueller Optionsprogramme auf den Aktienkurs

  Hanke, M. & Pötzelberger, K., 2000, In: Journal für Betriebswirtschaft (JfB).

  Publication: Scientific journal › Journal article › peer-review

• Boundary Crossing Probability for Brownian Motion

  Pötzelberger, K., 2000.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• On the convolution theorem for infinite-dimensional parameter spaces

  Pötzelberger, K. & Strasser, H., 2000, In: Mathematical Methods of Statistics.

  Publication: Scientific journal › Journal article › Research › peer-review

• Optionspreiseffekte von Warrant-Emissionen im Black/Scholes-Modell

  Hanke, M. & Pötzelberger, K., 2000, In: Finanzmarkt und Portfolio-Management (FMPFM).

  Publication: Scientific journal › Journal article › Research › peer-review

• Stochastic equilibrium. Learning by exponential smoothing.

  Pötzelberger, K. & Sögner, L., 2000, Vienna: SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, (Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science"; No. 67).

  Publication: Working/Discussion Paper › WU Working Paper

  Open Access

  File
  36 Downloads (Pure)

• The consistency of the empirical quantization error

  Pötzelberger, K., 2000, In: Mathematical Methods of Statistics.

  Publication: Scientific journal › Journal article › Research › peer-review

• The general quantization problem for distributions with regular support

  Pötzelberger, K., 2000, In: Mathematical Methods of Statistics.

  Publication: Scientific journal › Journal article › Research › peer-review

• 1999

  Consistency of the Empirical Quantization Error

  Pötzelberger, K., 1999.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• Die Bewertung von Neuemissionen am Markt für Corporate Bonds: Eine Anwendung des Ansatzes von Merton (1974)

  Höger, A. & Pötzelberger, K., 1999.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• Sample autocorrelation learning in a capital market model

  Pötzelberger, K. & Sögner, L., 1999, October 1999 ed., Vienna: SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, (Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science"; No. 57).

  Publication: Working/Discussion Paper › WU Working Paper

  Open Access

  File
  22 Downloads (Pure)

• The Consistency ot the Empirical Quantization Error

  Pötzelberger, K., 1999, Vienna: Department of Statistics and Mathematics, WU Vienna University of Economics and Business, (Forschungsberichte / Institut für Statistik; No. 70).

  Publication: Working/Discussion Paper › WU Working Paper

  Open Access

  File
  19 Downloads (Pure)

• The General Quantization Problem for Distributions with Regular Support

  Pötzelberger, K., 1999, Vienna: Department of Statistics and Mathematics, WU Vienna University of Economics and Business, (Forschungsberichte / Institut für Statistik; No. 69).

  Publication: Working/Discussion Paper › WU Working Paper

  Open Access

  File
  23 Downloads (Pure)

• The Quantization Dimension of Dimension of Distributions

  Pötzelberger, K., 1999.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• The Quantization Dimension of Distributions

  Pötzelberger, K., 1999, Vienna: Department of Statistics and Mathematics, WU Vienna University of Economics and Business, (Forschungsberichte / Institut für Statistik; No. 68).

  Publication: Working/Discussion Paper › WU Working Paper

  Open Access

  File
  36 Downloads (Pure)
• 1998

  Review: Weak Convergence and Empirical Processes. Springer 1996

  Pötzelberger, K., 1998, In: Österreichische Zeitschrift für Statistik.

  Publication: Scientific journal › Other contribution to journal

• The asymptotic loss of information for grouped data

  Pötzelberger, K., 1998, In: Journal of Multivariate Analysis.

  Publication: Scientific journal › Journal article › Research › peer-review

• 1997

  Data Compression by Unsupervised Classification

  Pötzelberger, K. & Strasser, H., 1997, November 1997 ed., Vienna: Department of Statistics and Mathematics, WU Vienna University of Economics and Business, (Forschungsberichte / Institut für Statistik; No. 52).

  Publication: Working/Discussion Paper › WU Working Paper

  Open Access

  File
  26 Downloads (Pure)
• 1995

  Finite de Finetti-Type Results as Approximation Results by the Expectation of Sufficient Statistics

  Pötzelberger, K., 1995, March 1995 ed., Vienna: Department of Statistics and Mathematics, WU Vienna University of Economics and Business, (Forschungsberichte / Institut für Statistik; No. 44).

  Publication: Working/Discussion Paper › WU Working Paper

  Open Access

  File
  24 Downloads (Pure)

• The Asymptotic Loss of Information for Grouped Data

  Felsenstein, K. & Pötzelberger, K., 1995, April 1995 ed., Vienna: Department of Statistics and Mathematics, WU Vienna University of Economics and Business, (Forschungsberichte / Institut für Statistik; No. 46).

  Publication: Working/Discussion Paper › WU Working Paper

  Open Access

  File
  38 Downloads (Pure)