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 115 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Keller-Ressel, Martin Moment Explosions and Long-Term Behavior of Stochastic Volatility ModelsPräsentation Presentation2009
2Keller-Ressel, Martin ; Papapantoleon, Antonis ; Teichmann, Josef A new approach to LIBOR modelingPräsentation Presentation2009
3Keller-Ressel, Martin ; Papapantoleon, Antonis ; Teichmann, Josef A new approach to LIBOR modelingPräsentation Presentation2009
4Teichmann, Josef A new approach to SPDEs with applications to numerics in interest rate theoryPräsentation Presentation2009
5Teichmann, Josef A new approach for scenario generation in risk managementPräsentation Presentation2009
6Teichmann, Josef Lecture: Introduction to Malliavin Calculus and its ApplicationsPräsentation Presentation2009
7Teichmann, Josef Rough partial differential equations and applicationsPräsentation Presentation2009
8Tsuchiya, Takahiro Heat Kernel Approach and default-free and defaultable Markovian interest rate modelsPräsentation Presentation2009
9Tsuchiya, Takahiro A Heat Kernel Approach to Interest Rate ModelsPräsentation Presentation2009
10Papapantoleon, Antonis Lecture: Lévy processes and applicationsPräsentation Presentation2009
11Papapantoleon, Antonis Topics in LIBOR modeling - from BGM to the affine LIBOR modelPräsentation Presentation2009
12Keller-Ressel, Martin ; Papapantoleon, Antonis ; Teichmann, Josef A new approach to LIBOR modelingPräsentation Presentation2009
13Teichmann, Josef Lecture: A new approach to SPDEs with applications to mathematical FinancePräsentation Presentation2009
14Papapantoleon, Antonis A new approach to LIBOR modelingPräsentation Presentation2009
15Papapantoleon, Antonis A new approach to LIBOR modelingPräsentation Presentation2009
16Papapantoleon, Antonis A new approach to LIBOR modelingPräsentation Presentation2009
17Teichmann, Josef A new approach for scenario generation in risk managementPräsentation Presentation2009
18Cuchiero, Christa ; Filipovic, Damir ; Mayerhofer, Eberhard Matrixwertige affine ProzessePräsentation Presentation2009
19Cuchiero, Christa Polynomial Processes and Applications to Option PricingPräsentation Presentation2009
20Papapantoleon, Antonis On the application of Lévy processes in mathematical financePräsentation Presentation2009