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 ; Schachermayer, Walter ; Teichmann, Josef Affine processes are regularArtikel Article2011
2Keller-Ressel, Martin Moment Explosions and Long-Term Behavior of Affine Stochastic Volatility ModelsArtikel Article2011
3Cuchiero, Christa ; Filipović, Damir ; Mayerhofer, Eberhard ; Teichmann, Josef Affine processes on positive semidefinite matricesArtikel Article2011
4Siopacha, Maria ; Teichmann, Josef Weak and Strong Taylor methods for numerical solutions of stochastic differential equationsArtikel Article2011
5Filipović, Damir ; Tappe, Stefan ; Teichmann, Josef Jump-Diffusions in Hilbert Spaces: Existence, Stability and NumericsArtikel Article2010
6Papapantoleon, Antonis ; Siopacha, Maria Strong Taylor approximation of SDEs and application to the Lévy LIBOR modelKonferenzbeitrag Inproceedings2010
7Filipović, Damir ; Tappe, Stefan ; Teichmann, Josef Term Structure Models Driven by Wiener Process and Poisson Measures: Existence and PositivityArtikel Article 2010
8Keller-Ressel, Martin Moment Explosions and Long-Term Behavior of Stochastic Volatility ModelsPräsentation Presentation2009
9Keller-Ressel, Martin ; Papapantoleon, Antonis ; Teichmann, Josef A new approach to LIBOR modelingPräsentation Presentation2009
10Keller-Ressel, Martin ; Papapantoleon, Antonis ; Teichmann, Josef A new approach to LIBOR modelingPräsentation Presentation2009
11Teichmann, Josef A new approach to SPDEs with applications to numerics in interest rate theoryPräsentation Presentation2009
12Teichmann, Josef A new approach for scenario generation in risk managementPräsentation Presentation2009
13Teichmann, Josef Lecture: Introduction to Malliavin Calculus and its ApplicationsPräsentation Presentation2009
14Teichmann, Josef Rough partial differential equations and applicationsPräsentation Presentation2009
15Tsuchiya, Takahiro Heat Kernel Approach and default-free and defaultable Markovian interest rate modelsPräsentation Presentation2009
16Tsuchiya, Takahiro A Heat Kernel Approach to Interest Rate ModelsPräsentation Presentation2009
17Papapantoleon, Antonis Lecture: Lévy processes and applicationsPräsentation Presentation2009
18Papapantoleon, Antonis Topics in LIBOR modeling - from BGM to the affine LIBOR modelPräsentation Presentation2009
19Keller-Ressel, Martin ; Papapantoleon, Antonis ; Teichmann, Josef A new approach to LIBOR modelingPräsentation Presentation2009
20Teichmann, Josef Lecture: A new approach to SPDEs with applications to mathematical FinancePräsentation Presentation2009