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 21-40 of 133 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
21Papapantoleon, Antonis A new approach to LIBOR modelingPräsentation Presentation2009
22Papapantoleon, Antonis A new approach to LIBOR modelingPräsentation Presentation2009
23Papapantoleon, Antonis A new approach to LIBOR modelingPräsentation Presentation2009
24Teichmann, Josef A new approach for scenario generation in risk managementPräsentation Presentation2009
25Cuchiero, Christa ; Filipovic, Damir ; Mayerhofer, Eberhard Matrixwertige affine ProzessePräsentation Presentation2009
26Cuchiero, Christa Polynomial Processes and Applications to Option PricingPräsentation Presentation2009
27Papapantoleon, Antonis On the application of Lévy processes in mathematical financePräsentation Presentation2009
28Cuchiero, Christa Polynomial Processes and Applications to Option PricingPräsentation Presentation2009
29Schachermayer, Walter ; Teichmann, Josef Characterization of optimal Transport Plans for the Monge-Kantorovich-ProblemArtikel Article2009
30Eberlein, Ernst ; Papapantoleon, Antonis ; Shiryaev, Albert N. Esscher transform and the duality principle for multidimensional semimartingalesArtikel Article2009
31Forster, Barbara ; Lütkebohmert, Eva ; Teichmann, Josef Absolutely continuous laws of Jump-Diffusions in finite and infinite dimensions with applications to mathematical FinanceArtikel Article2009
32Kluge, Wolfgang ; Papapantoleon, Antonis On the valuation of compositions in Lévy term structure modelsArtikel Article2009
33Schachermayer, Walter ; Schmock, Uwe ; Teichmann, Josef Non-monotone convergence in the quadratic Wasserstein distanceArtikel Article 2009
34Papapantoleon, Antonis Strong Taylor Approximation of SDEs and Application to the Lévy LIBOR ModelPräsentation Presentation2008
35Teichmann, Josef Evaluation of the Heath-Jarrow-Morton equation by cubature methods for SPDEsPräsentation Presentation2008
36Teichmann, Josef Simulation of HJM modelsPräsentation Presentation2008
37Teichmann, Josef Natural OU-processes on Lie groups with applications to simulated annealingPräsentation Presentation2008
38Teichmann, Josef Numerical methods for SPDEs with applications to the HJM equationPräsentation Presentation2008
39Teichmann, Josef A new approach to stochastic partial differential equations with applications to mathematical financePräsentation Presentation2008
40Teichmann, Josef A new approach to SPDEs with applications to scenario generation in risk managementPräsentation Presentation2008