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

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Author:  Papapantoleon, Antonis
Author:  Shiryaev, Albert N.

Results 1-2 of 2 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Eberlein, Ernst ; Papapantoleon, Antonis ; Shiryaev, Albert N. Esscher transform and the duality principle for multidimensional semimartingalesArtikel Article2009
2Eberlein, Ernst ; Papapantoleon, Antonis ; Shiryaev, Albert N. On the duality principle in option pricing: semimartingale settingArtikel Article2008