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:  Keller-Ressel, Martin
Subject:  Finance

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

PreviewAuthor(s)TitleTypeIssue Date
1Keller-Ressel, Martin ; Steiner, Thomas Yield curve shapes and the asymptotic short rate distribution in affine one-factor modelsArtikel Article2008