Name Card

Full name Familienname, Vorname
Keller-Ressel, Martin
 
Main Affiliation Organisations­zuordnung
 

Own Publications Eigene Publikationen

Results 1-20 of 29 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Hubalek, Friedrich ; Keller-Ressel, Martin ; Sgarra, Carlo Geometric Asian option pricing in general affine stochastic volatility models with jumpsArtikel Article 2017
2Cuchiero, Christa ; Keller-Ressel, Martin ; Mayerhofer, Eberhard ; Teichmann, Josef Affine Processes on Symmetric ConesArtikel Article 2016
3Keller-Ressel, Martin ; Schachermayer, Walter ; Teichmann, Josef Regularity of affine processes on general state spacesArtikel Article2013
4Keller-Ressel, Martin ; Papapantoleon, Antonis ; Teichmann, Josef The Affine Libor ModelsArtikel Article2013
5Cuchiero, Christa ; Keller-Ressel, Martin ; Teichmann, Josef Polynomial processes and their applications to mathematical FinanceArtikel Article2012
6Keller-Ressel, Martin ; Schachermayer, Walter ; Teichmann, Josef Affine processes are regularArtikel Article2011
7Keller-Ressel, Martin Moment Explosions and Long-Term Behavior of Affine Stochastic Volatility ModelsArtikel Article2011
8Keller-Ressel, Martin Moment Explosions and Long-Term Behavior of Stochastic Volatility ModelsPräsentation Presentation2009
9Keller-Ressel, Martin ; Papapantoleon, Antonis ; Teichmann, Josef A new approach to LIBOR modelingPräsentation Presentation2009
10Keller-Ressel, Martin ; Papapantoleon, Antonis ; Teichmann, Josef A new approach to LIBOR modelingPräsentation Presentation2009
11Keller-Ressel, Martin ; Papapantoleon, Antonis ; Teichmann, Josef A new approach to LIBOR modelingPräsentation Presentation2009
12Keller-Ressel, Martin Moment explosions and long-term properties of affine stochastic volatility modelsPräsentation Presentation2008
13Keller-Ressel, Martin Moment explosions and long-term behavior of affine stochastic volatilty modelsPräsentation Presentation2008
14Keller-Ressel, Martin Affine processes and applications to stochastic volatility modellingPräsentation Presentation2008
15Keller-Ressel, Martin Moment explosions and long-term behaviour of affine stochastic volatility modelsPräsentation Presentation2008
16Keller-Ressel, Martin Moment Explosions and Long-Term Behavior of Affine Stochastic Volatility ModelsPräsentation Presentation2008
17Keller-Ressel, Martin An alternative approach to affine processes and sufficient conditions for regularityPräsentation Presentation2008
18Keller-Ressel, Martin ; Steiner, Thomas Yield curve shapes and the asymptotic short rate distribution in affine one-factor modelsArtikel Article2008
19Keller-Ressel Martin - 2008 - Affine processes theory and applications in...pdf.jpgKeller-Ressel, Martin Affine processes : theory and applications in financeThesis Hochschulschrift 2008
20Keller-Ressel, Martin Non-Parametric Calibration of the BNS ModelPräsentation Presentation2007