Name Card

Full name Familienname, Vorname
Teichmann, Josef
 
Main Affiliation Organisations­zuordnung
 

Own Publications Eigene Publikationen

Results 1-20 of 180 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Cuchiero, Christa ; Teichmann, Josef Fourier transform methods for pathwise covariance estimation in the presence of jumpsArtikel Article 2015
2Cuchiero, Christa ; Teichmann, Josef A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricingArtikel Article2015
3Akahori, Jirô ; Hishida, Yuji ; Teichmann, Josef ; Tsuchiya, Takahiro A heat kernel approach to interest rate modelsArtikel Article2014
4Cuchiero, Christa ; Teichmann, Josef Path Properties and Regularity of Affine Processes on General State SpacesBuchbeitrag Book Contribution 2013
5Keller-Ressel, Martin ; Schachermayer, Walter ; Teichmann, Josef Regularity of affine processes on general state spacesArtikel Article2013
6Keller-Ressel, Martin ; Papapantoleon, Antonis ; Teichmann, Josef The Affine Libor ModelsArtikel Article2013
7TEICHMANN, JOSEF Another approach to some rough and stochastic partial differential equationsArtikel Article2012
8Oshima, Kojiro ; Teichmann, Josef ; Velušček, Dejan A new extrapolation method for weak approximation schemes with applicationsArtikel Article2012
9Cuchiero, Christa ; Keller-Ressel, Martin ; Teichmann, Josef Polynomial processes and their applications to mathematical FinanceArtikel Article2012
10Keller-Ressel, Martin ; Schachermayer, Walter ; Teichmann, Josef Affine processes are regularArtikel Article2011
11Cuchiero, Christa ; Filipović, Damir ; Mayerhofer, Eberhard ; Teichmann, Josef Affine processes on positive semidefinite matricesArtikel Article2011
12Siopacha, Maria ; Teichmann, Josef Weak and Strong Taylor methods for numerical solutions of stochastic differential equationsArtikel Article2011
13Buckdahn, Rainer ; Quincampoix, Marc ; Rainer, Catherine ; Teichmann, Josef Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systemsArtikel Article Mar-2010
14Dörsek, Philipp ; Teichmann, Josef A semigroup point of view on splitting schemes for stochastic (partial) differential equationsBericht Report2010
15Filipović, Damir ; Tappe, Stefan ; Teichmann, Josef Jump-Diffusions in Hilbert Spaces: Existence, Stability and NumericsArtikel Article2010
16Filipović, Damir ; Tappe, Stefan ; Teichmann, Josef Term Structure Models Driven by Wiener Process and Poisson Measures: Existence and PositivityArtikel Article 2010
17Cuchiero, Christa ; Filipovic, Damir ; Teichmann, Josef Affine modelsBuchbeitrag Book Contribution2010
18Keller-Ressel, Martin ; Papapantoleon, Antonis ; Teichmann, Josef A new approach to LIBOR modelingPräsentation Presentation2009
19Keller-Ressel, Martin ; Papapantoleon, Antonis ; Teichmann, Josef A new approach to LIBOR modelingPräsentation Presentation2009
20Teichmann, Josef A new approach to SPDEs with applications to numerics in interest rate theoryPräsentation Presentation2009

Contributing Publications Mitbeteiligte Publikationen

Results 1-17 of 17 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Wiedermann Kristof - 2021 - Deep learning techniques in portfolio optimization...pdf.jpgWiedermann, Kristof Deep learning techniques in portfolio optimization under constraintsThesis Hochschulschrift 2021
2Riess Lorenz - 2021 - Aspects of Stochastic Integration beyond Standard...pdf.jpgRiess, Lorenz Aspects of Stochastic Integration beyond Standard AssumptionsThesis Hochschulschrift 2021
3Heiss Jakob Michael - 2019 - Implicit regularization for artificial neural...pdf.jpgHeiss, Jakob Michael Implicit regularization for artificial neural networksThesis Hochschulschrift 2019
4Friz, Peter ; Gerhold, Stefan Extrapolation Analytics for Dupire’s Local VolatilityBuchbeitrag Book Contribution2015
5Yang, Junjian High-order weak approximation schemes for SPDEs with applicationsThesis Hochschulschrift2011
6Bauer, MartinGeodesics in subriemannian geometryThesis Hochschulschrift2008
7Kirchler, Norbert No-arbitrage valuation of weather derivativesThesis Hochschulschrift2008
8Dvořák, Daniel Cubature on Wiener spaceThesis Hochschulschrift2007
9Steiner, Thomas The yield curve and its minima - affine models and calibrationThesis Hochschulschrift2007
10Siopacha, Maria Taylor expansions of option prices by means of Malliavin CalculusThesis Hochschulschrift2006
11Forster, Barbara Sensitivity analysis for jump-diffusionsThesis Hochschulschrift2006
12Cuchiero, Christa Affine interest rate models : theory and practiceThesis Hochschulschrift2006
13Szelp, André Szabolcs Analysis of recovery times in mathematical finance : an application of hitting timesThesis Hochschulschrift2006
14Bagot, Sébastien Modeling interest rates with a Wiener ChaosThesis Hochschulschrift2005
15Bayer, Christian Cubature on Wiener space extended to higher order operatorsThesis Hochschulschrift2003
16Forster, Barbara Cubature formulas on Wiener SpaceThesis Hochschulschrift2003
17Tscholl, Irene Consistency problems in interest rate theoryThesis Hochschulschrift2003