Robust Calibration of Jump-Type Asset Price Models

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Primary Data

Project Acronym Projekt Kurzbezeichnung
FAM: Robuste Kalibrierung
 
Project Title (de) Projekttitel (de)
Robust Calibration of Jump-Type Asset Price Models
 
Project Title (en) Projekttitel (en)
Robust Calibration of Jump-Type Asset Price Models
 
Consortium Coordinator Koordinator des Konsortiums
 
Principal Investigator Projektleiter_in
 

Grants

Funder/Funding Agency Fördergeber
Fonds zur Förderung der wissenschaftlichen Forschung (FWF)
Grant number Förderkennnummer
P18022
 

Publications

Results 1-9 of 9 (Search time: 0.006 seconds).

PreviewAuthors / EditorsTitleTypeIssue Date
1Keller-Ressel, Martin ; Steiner, Thomas Yield curves shapes in affine term structure modelsPräsentation Presentation2007
2Keller-Ressel, Martin ; Steiner, Thomas Yield curves shapes in affine term structure modelsPräsentation Presentation2007
3Keller-Ressel, Martin ; Steiner, Thomas Yield Curve Shapes and the Asymptotic Short Rate Distribution in Affine One-Factor ModelsPräsentation Presentation2007
4Keller-Ressel, Martin Yield Curve Shapes and the Asymptotic Short Rate Distribution in Affine One-Factor ModelsPräsentation Presentation2007
5Steiner, Thomas ; Keller-Ressel, Martin Yield Curve Shapes and the Asymptotic Short Rate Distribution in Affine One-Factor ModelsPräsentation Presentation2007
6Keller-Ressel, Martin Smile Asymptotics for Affine Stochastic Volatility ModelsPräsentation Presentation2007
7Shmileva, Elena Small ball probabilities of some Lévy processes and their application to the Chung law of iterated logarithmPräsentation Presentation2007
8Slinko, Irina On finite dimension realizations of two-country interest rate modelsPräsentation Presentation2007
9Keller-Ressel, Martin Non-Parametric Calibration of the BNS ModelPräsentation Presentation2007