Forschungsbereich Stochastische Finanz- und Versicherungsmathematik

Organization Name (de) Name der Organisation (de)
E105-05 - Forschungsbereich Stochastische Finanz- und Versicherungsmathematik
Code Kennzahl
Type of Organization Organisationstyp
Research Division
Parent OrgUnit Übergeordnete Organisation
Active Aktiv

Results 1-19 of 19 (Search time: 0.001 seconds).

PreviewAuthors / EditorsTitleTypeIssue Date
1Schachermayer, Walter The Notion of Arbitrage and Free Lunch in Mathematical FinanceKonferenzbeitrag Inproceedings2006
2Schachermayer, Walter ; Yor, Marc The Notion of Arbitrage and Free Lunch in Mathematical FinanceBuchbeitrag Book Contribution2008
3Delbaen, Freddy ; Schachermayer, Walter The Mathematics of ArbitrageBuch Book2005
4Schachermayer, Walter The fundamental theorem of asset pricingBuchbeitrag Book Contribution2010
5Papapantoleon, Antonis ; Siopacha, Maria Strong Taylor approximation of SDEs and application to the Lévy LIBOR modelKonferenzbeitrag Inproceedings2010
6Schachermayer, Walter Risk Neutral PricingBuchbeitrag Book Contribution2010
7Cuchiero, Christa ; Teichmann, Josef ; Donati-Martin, Catherine ; Lejay, Antoine ; Rouault, Alain Path Properties and Regularity of Affine Processes on General State SpacesBuchbeitrag Book Contribution 2013
8Rasonyi, Miklos ; Stettner, Lukasz On the existence of optimal portfolios for the utility maximization problem in discrete time financial market modelsBuchbeitrag Book Contribution2006
9Rásonyi, Miklós New methods in the arbitrage theory of financial markets with transaction costsBuchbeitrag Book Contribution2008
10Cetin, Umut ; Verschuere, Michel Hedging under incomplete information. Applications to emmissions marketsKonferenzbeitrag Inproceedings2007
11Friz, Peter ; Gerhold, Stefan ; Friz, Peter ; Gatheral, Jim ; Gulisashvili, Archil ; Jacquier, Antoine ; Teichmann, Josef Extrapolation Analytics for Dupire’s Local VolatilityBuchbeitrag Book Contribution2015
12Schachermayer, Walter Equivalent martingale measures and ramificationsBuchbeitrag Book Contribution2010
13Forster, Julia ; Fritz, Sara ; Schleicher, Johannes M. ; Rab, Nikolaus Developer Tools For Smart Approaches To Responsible-Minded Planning Strategies - Energy And Space As ResourcesKonferenzbeitrag Inproceedings2015
14Rásonyi, Miklós Arbitrage Under Transaction Costs RevisitedBuchbeitrag Book Contribution 2010
15Baudoin, Fabrice An Introduction to the Geometry of Stochastic FlowsBuch Book2004
16Radojicic, Dragana ; Kredatus, Simeon ; Rheinländer, Thorsten An approach to reconstruction of data set via supervised and unsupervised learningKonferenzbeitrag Inproceedings 2019
17Cuchiero, Christa ; Filipovic, Damir ; Teichmann, Josef Affine modelsBuchbeitrag Book Contribution2010
18Dörsek, Philipp ; Teichmann, Josef A semigroup point of view on splitting schemes for stochastic (partial) differential equationsBuchbeitrag Book Contribution2010
19Drapeau, Samuel ; Kupper, Michael ; Reda, Ranja A note on robust representations of law-invariant quasiconvex functionsBuchbeitrag Book Contribution2011