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 1-17 of 17 (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
6Filipović, Damir ; Tappe, Stefan ; Teichmann, Josef Term Structure Models Driven by Wiener Process and Poisson Measures: Existence and PositivityArtikel Article 2010
7Schachermayer, Walter ; Teichmann, Josef Characterization of optimal Transport Plans for the Monge-Kantorovich-ProblemArtikel Article2009
8Eberlein, Ernst ; Papapantoleon, Antonis ; Shiryaev, Albert N. Esscher transform and the duality principle for multidimensional semimartingalesArtikel Article2009
9Forster, Barbara ; Lütkebohmert, Eva ; Teichmann, Josef Absolutely continuous laws of Jump-Diffusions in finite and infinite dimensions with applications to mathematical FinanceArtikel Article2009
10Kluge, Wolfgang ; Papapantoleon, Antonis On the valuation of compositions in Lévy term structure modelsArtikel Article2009
11Schachermayer, Walter ; Schmock, Uwe ; Teichmann, Josef Non-monotone convergence in the quadratic Wasserstein distanceArtikel Article 2009
12Bayer, Christian ; Teichmann, Josef Cubature on Wiener Space in infinite dimensionArtikel Article2008
13Keller-Ressel, Martin ; Steiner, Thomas Yield curve shapes and the asymptotic short rate distribution in affine one-factor modelsArtikel Article2008
14Eberlein, Ernst ; Papapantoleon, Antonis ; Shiryaev, Albert N. On the duality principle in option pricing: semimartingale settingArtikel Article2008
15Baudoin, Fabrice ; Hairer, Martin ; Teichmann, Josef Ornstein-Uhlenbeck processes on Lie groupsArtikel Article2008
16Schachermayer, Walter ; Teichmann, Josef How close are the Option Pricing Formulas of Bachelier and Black-Merton-Scholes?Artikel Article2008
17Schachermayer, Walter ; Teichmann, Josef Wie K. Itô den stochastischen Kalkül revolutionierteArtikel Article2007