Name Card

Full name Familienname, Vorname
Siopacha, Maria
 
Main Affiliation Organisations­zuordnung
 

Own Publications Eigene Publikationen

Results 1-8 of 8 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Siopacha, Maria ; Teichmann, Josef Weak and Strong Taylor methods for numerical solutions of stochastic differential equationsArtikel Article2011
2Papapantoleon, Antonis ; Siopacha, Maria Strong Taylor approximation of SDEs and application to the Lévy LIBOR modelKonferenzbeitrag Inproceedings2010
3Siopacha, Maria Taylor expansions of option pricesPräsentation Presentation2007
4Siopacha, Maria Taylor Expansions of Option Prices with applications to Interest Rate TheoryPräsentation Presentation2007
5Siopacha, Maria Weak and Strong Taylor methods for approximative solutions of stochastic differential equationsPräsentation Presentation2007
6Siopacha, Maria Weak and Strong Taylor methods for approximative solutions of stochastic differential equationsPräsentation Presentation2007
7Teichmann, Josef ; Siopacha, Maria Weak and strong Taylor Approximations for the solution of Kolmogorov's equation with Applications to Libor Market ModelsPräsentation Presentation2006
8Siopacha, Maria Taylor expansions of option prices by means of Malliavin CalculusThesis Hochschulschrift2006