START Prize Project: Geometry of Stochastic Differential Equations

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Primary Data

Project Acronym Projekt Kurzbezeichnung
FAM: Start
 
Project Title (de) Projekttitel (de)
START Prize Project: Geometry of Stochastic Differential Equations
 
Project Title (en) Projekttitel (en)
START Prize Project: Geometry of Stochastic Differential Equations
 
Consortium Coordinator Koordinator des Konsortiums
 
Principal Investigator Projektleiter_in
 

Grants

Funder/Funding Agency Fördergeber
FWF Fonds zur Förderung der wissenschaftlichen Forschung (FWF)
Grant number Förderkennnummer
Y328-N13
 

Publications

Results 1-20 of 133 (Search time: 0.003 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Keller-Ressel, Martin Moment Explosions and Long-Term Behavior of Affine Stochastic Volatility ModelsArtikel Article 2011
2Siopacha, Maria ; Teichmann, Josef Weak and Strong Taylor methods for numerical solutions of stochastic differential equationsArtikel Article 2011
3Cuchiero, Christa ; Filipović, Damir ; Mayerhofer, Eberhard ; Teichmann, Josef Affine processes on positive semidefinite matricesArtikel Article 2011
4Keller-Ressel, Martin ; Schachermayer, Walter ; Teichmann, Josef Affine processes are regularArtikel Article 2011
5Papapantoleon, Antonis ; Siopacha, Maria Strong Taylor approximation of SDEs and application to the Lévy LIBOR modelKonferenzbeitrag Inproceedings2010
6Filipović, Damir ; Tappe, Stefan ; Teichmann, Josef Term Structure Models Driven by Wiener Process and Poisson Measures: Existence and PositivityArtikel Article 2010
7Filipović, Damir ; Tappe, Stefan ; Teichmann, Josef Jump-Diffusions in Hilbert Spaces: Existence, Stability and NumericsArtikel Article 2010
8Eberlein, Ernst ; Papapantoleon, Antonis ; Shiryaev, Albert N. Esscher transform and the duality principle for multidimensional semimartingalesArtikel Article 2009
9Schachermayer, Walter ; Teichmann, Josef Characterization of optimal Transport Plans for the Monge-Kantorovich-ProblemArtikel Article 2009
10Schachermayer, Walter ; Schmock, Uwe ; Teichmann, Josef Non-monotone convergence in the quadratic Wasserstein distanceArtikel Article 2009
11Forster, Barbara ; Lütkebohmert, Eva ; Teichmann, Josef Absolutely continuous laws of Jump-Diffusions in finite and infinite dimensions with applications to mathematical FinanceArtikel Article 2009
12Kluge, Wolfgang ; Papapantoleon, Antonis On the valuation of compositions in Lévy term structure modelsArtikel Article 2009
13Keller-Ressel, Martin Moment Explosions and Long-Term Behavior of Stochastic Volatility ModelsPräsentation Presentation2009
14Cuchiero, Christa Polynomial Processes and Applications to Option PricingPräsentation Presentation2009
15Teichmann, Josef A new approach for scenario generation in risk managementPräsentation Presentation2009
16Keller-Ressel, Martin ; Papapantoleon, Antonis ; Teichmann, Josef A new approach to LIBOR modelingPräsentation Presentation2009
17Papapantoleon, Antonis Lecture: Lévy processes and applicationsPräsentation Presentation2009
18Keller-Ressel, Martin ; Papapantoleon, Antonis ; Teichmann, Josef A new approach to LIBOR modelingPräsentation Presentation2009
19Papapantoleon, Antonis On the application of Lévy processes in mathematical financePräsentation Presentation2009
20Keller-Ressel, Martin ; Papapantoleon, Antonis ; Teichmann, Josef A new approach to LIBOR modelingPräsentation Presentation2009