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

Results 1-20 of 20 (Search time: 0.004 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
3Keller-Ressel, Martin Moment Explosions and Long-Term Behavior of Stochastic Volatility ModelsPräsentation Presentation2009
4Keller-Ressel, Martin ; Papapantoleon, Antonis ; Teichmann, Josef A new approach to LIBOR modelingPräsentation Presentation2009
5Keller-Ressel, Martin ; Papapantoleon, Antonis ; Teichmann, Josef A new approach to LIBOR modelingPräsentation Presentation2009
6Keller-Ressel, Martin ; Papapantoleon, Antonis ; Teichmann, Josef A new approach to LIBOR modelingPräsentation Presentation2009
7Keller-Ressel, Martin Moment explosions and long-term properties of affine stochastic volatility modelsPräsentation Presentation2008
8Keller-Ressel, Martin Moment explosions and long-term behavior of affine stochastic volatilty modelsPräsentation Presentation2008
9Keller-Ressel, Martin Affine processes and applications to stochastic volatility modellingPräsentation Presentation2008
10Keller-Ressel, Martin Moment explosions and long-term behaviour of affine stochastic volatility modelsPräsentation Presentation2008
11Keller-Ressel, Martin Moment Explosions and Long-Term Behavior of Affine Stochastic Volatility ModelsPräsentation Presentation2008
12Keller-Ressel, Martin An alternative approach to affine processes and sufficient conditions for regularityPräsentation Presentation2008
13Keller-Ressel, Martin ; Steiner, Thomas Yield curve shapes and the asymptotic short rate distribution in affine one-factor modelsArtikel Article2008
14Keller-Ressel, Martin Non-Parametric Calibration of the BNS ModelPräsentation Presentation2007
15Keller-Ressel, Martin ; Steiner, Thomas Yield Curve Shapes and the Asymptotic Short Rate Distribution in Affine One-Factor ModelsPräsentation Presentation2007
16Keller-Ressel, Martin Yield Curve Shapes and the Asymptotic Short Rate Distribution in Affine One-Factor ModelsPräsentation Presentation2007
17Keller-Ressel, Martin ; Steiner, Thomas Yield curves shapes in affine term structure modelsPräsentation Presentation2007
18Keller-Ressel, Martin ; Steiner, Thomas Yield curves shapes in affine term structure modelsPräsentation Presentation2007
19Keller-Ressel, Martin Smile Asymptotics for Affine Stochastic Volatility ModelsPräsentation Presentation2007
20Steiner, Thomas ; Keller-Ressel, Martin Yield Curve Shapes and the Asymptotic Short Rate Distribution in Affine One-Factor ModelsPräsentation Presentation2007