Cuchiero, C., Keller-Ressel, M., Mayerhofer, E., & Teichmann, J. (2016). Affine Processes on Symmetric Cones. Journal of Theoretical Probability, 29(2), 359–422. https://doi.org/10.1007/s10959-014-0580-x ( reposiTUm)

Cuchiero, C., & Teichmann, J. (2015). Fourier transform methods for pathwise covariance estimation in the presence of jumps. Stochastic Processes and Their Applications, 125(1), 116–160. https://doi.org/10.1016/j.spa.2014.07.023 ( reposiTUm)

Cuchiero, C., & Teichmann, J. (2015). A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing. Finance and Stochastics, 19(4), 743–761. https://doi.org/10.1007/s00780-015-0276-9 ( reposiTUm)

Akahori, J., Hishida, Y., Teichmann, J., & Tsuchiya, T. (2014). A heat kernel approach to interest rate models. Japan Journal of Industrial and Applied Mathematics, 31(2), 419–439. https://doi.org/10.1007/s13160-014-0147-3 ( reposiTUm)

Keller-Ressel, M., Papapantoleon, A., & Teichmann, J. (2013). The Affine Libor Models. Mathematical Finance, 23(4), 627–658. http://hdl.handle.net/20.500.12708/156336 ( reposiTUm)

Keller-Ressel, M., Schachermayer, W., & Teichmann, J. (2013). Regularity of affine processes on general state spaces. Electronic Journal of Probability, 18(none). https://doi.org/10.1214/ejp.v18-2043 ( reposiTUm)

TEICHMANN, J. (2012). Another approach to some rough and stochastic partial differential equations. Stochastics and Dynamics, 11(02n03), 535–550. https://doi.org/10.1142/s0219493711003437 ( reposiTUm)

Cuchiero, C., Keller-Ressel, M., & Teichmann, J. (2012). Polynomial processes and their applications to mathematical Finance. Finance and Stochastics, 16(4), 711–740. https://doi.org/10.1007/s00780-012-0188-x ( reposiTUm)

Oshima, K., Teichmann, J., & Velušček, D. (2012). A new extrapolation method for weak approximation schemes with applications. Annals of Applied Probability, 22(3). https://doi.org/10.1214/11-aap774 ( reposiTUm)

Siopacha, M., & Teichmann, J. (2011). Weak and Strong Taylor methods for numerical solutions of stochastic differential equations. Quantitative Finance, 11(4), 517–528. https://doi.org/10.1080/14697680903493573 ( reposiTUm)

Cuchiero, C., Filipović, D., Mayerhofer, E., & Teichmann, J. (2011). Affine processes on positive semidefinite matrices. Annals of Applied Probability, 21(2). https://doi.org/10.1214/10-aap710 ( reposiTUm)

Keller-Ressel, M., Schachermayer, W., & Teichmann, J. (2011). Affine processes are regular. Probability Theory and Related Fields, 151(3–4), 591–611. https://doi.org/10.1007/s00440-010-0309-4 ( reposiTUm)

Buckdahn, R., Quincampoix, M., Rainer, C., & Teichmann, J. (2010). Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems. Bulletin Des Sciences Mathématiques, 134(2), 207–214. https://doi.org/10.1016/j.bulsci.2007.11.003 ( reposiTUm)

Filipović, D., Tappe, S., & Teichmann, J. (2010). Term Structure Models Driven by Wiener Process and Poisson Measures: Existence and Positivity. SIAM Journal on Financial Mathematics, 1(1), 523–554. https://doi.org/10.1137/090758593 ( reposiTUm)

Filipović, D., Tappe, S., & Teichmann, J. (2010). Jump-Diffusions in Hilbert Spaces: Existence, Stability and Numerics. STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 82(5), 475–520. https://doi.org/10.1080/17442501003624407 ( reposiTUm)

Schachermayer, W., & Teichmann, J. (2009). Characterization of optimal Transport Plans for the Monge-Kantorovich-Problem. Proceedings of the American Mathematical Society, 137(02), 519–529. https://doi.org/10.1090/s0002-9939-08-09419-7 ( reposiTUm)

Schachermayer, W., Schmock, U., & Teichmann, J. (2009). Non-monotone convergence in the quadratic Wasserstein distance. Lecture Notes in Mathematics, 131–136. https://doi.org/10.1007/978-3-642-01763-6_3 ( reposiTUm)

Forster, B., Lütkebohmert, E., & Teichmann, J. (2009). Absolutely continuous laws of Jump-Diffusions in finite and infinite dimensions with applications to mathematical Finance. SIAM Journal on Mathematical Analysis, 40(5), 2132–2153. https://doi.org/10.1137/070708822 ( reposiTUm)

Bayer, C., & Teichmann, J. (2008). Cubature on Wiener Space in infinite dimension. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 464(2097), 2493–2516. https://doi.org/10.1098/rspa.2008.0013 ( reposiTUm)

Baudoin, F., Hairer, M., & Teichmann, J. (2008). Ornstein-Uhlenbeck processes on Lie groups. Journal of Functional Analysis, 255(4), 877–890. https://doi.org/10.1016/j.jfa.2008.05.004 ( reposiTUm)

Schachermayer, W., & Teichmann, J. (2008). How close are the Option Pricing Formulas of Bachelier and Black-Merton-Scholes? Mathematical Finance, 18(1), 155–170. http://hdl.handle.net/20.500.12708/170837 ( reposiTUm)

Schachermayer, W., & Teichmann, J. (2007). Wie K. Itô den stochastischen Kalkül revolutionierte. Internationale Mathematische Nachrichten, 205, 11–22. http://hdl.handle.net/20.500.12708/168770 ( reposiTUm)

Teichmann, J. (2006). Calculating the Greeks by cubature formulae. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 462, 647–670. http://hdl.handle.net/20.500.12708/172048 ( reposiTUm)

Baudoin, F., & Teichmann, J. (2005). Hypoellipticity in infinite dimensions and an application to interest rate theory. Annals of Applied Probability, 15(3), 1765–1777. http://hdl.handle.net/20.500.12708/171846 ( reposiTUm)

Drmota, M., Schachermayer, W., & Teichmann, J. (2005). A hyper-geometric approach to the BMV-conjecture. MONATSHEFTE FUR MATHEMATIK, 146(3), 179–201. http://hdl.handle.net/20.500.12708/171869 ( reposiTUm)

Teichmann, J. (2004). Tempered Groups. Universitatis Iagellonicae Acta Mathematica, 42, 55–67. http://hdl.handle.net/20.500.12708/174575 ( reposiTUm)

Teichmann, J. (2001). A Frobenius Theorem on Convenient Manifolds. MONATSHEFTE FUR MATHEMATIK, 134(2), 159–167. http://hdl.handle.net/20.500.12708/174469 ( reposiTUm)

Beiglböck, M., Backhoff, J., Huesmann, M., Källblad, S., & Trevisan, D. (2017). Continuous time martingale optimal transport and the local vol model. In P. Friz, A. Jacquier, & J. Teichmann (Eds.), Mathematics of Quantitative Finance (pp. 59–61). MFO Mathematisches Forschungsinstitut Oberwolfach. http://hdl.handle.net/20.500.12708/41546 ( reposiTUm)

Bayer, C., & Teichmann, J. (2006). The proof of Tchakaloff’s Theorem. In Proceedings of the American Mathematical Society (Issue 10, pp. 3035–3040). American Mathematical Society. http://hdl.handle.net/20.500.12708/172049 ( reposiTUm)

Friz, P., & Gerhold, S. (2015). Extrapolation Analytics for Dupire’s Local Volatility. In P. Friz, J. Gatheral, A. Gulisashvili, A. Jacquier, & J. Teichmann (Eds.), Springer Proceedings in Mathematics & Statistics (pp. 273–286). Springer. https://doi.org/10.1007/978-3-319-11605-1_10 ( reposiTUm)

Cuchiero, C., & Teichmann, J. (2013). Path Properties and Regularity of Affine Processes on General State Spaces. In C. Donati-Martin, A. Lejay, & A. Rouault (Eds.), Séminaire de Probabilités XLV (pp. 201–244). Springer Verlag. https://doi.org/10.1007/978-3-319-00321-4_8 ( reposiTUm)

Cuchiero, C., Filipovic, D., & Teichmann, J. (2010). Affine models. In Encyclopedia of Quantitative Finance (pp. 16–20). John Wiley & Sons. http://hdl.handle.net/20.500.12708/27088 ( reposiTUm)

Teichmann, J. (2009). Lecture: Introduction to Malliavin Calculus and its Applications. Heath Lectures in Probability and Mathematical Finance, Carnegie Mellon University, Pittsburgh, USA, Non-EU. http://hdl.handle.net/20.500.12708/119146 ( reposiTUm)

Teichmann, J. (2009). Rough partial differential equations and applications. Central European Seminar, Eduard Cech Center, Mikulov, Czech Republic, EU. http://hdl.handle.net/20.500.12708/119147 ( reposiTUm)

Teichmann, J. (2009). A new approach for scenario generation in risk management. ISDS Kolloquium, University of Vienna, Austria. http://hdl.handle.net/20.500.12708/119145 ( reposiTUm)

Keller-Ressel, M., Papapantoleon, A., & Teichmann, J. (2009). A new approach to LIBOR modeling. START-Seminar, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/119134 ( reposiTUm)

Keller-Ressel, M., Papapantoleon, A., & Teichmann, J. (2009). A new approach to LIBOR modeling. START-Seminar, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/119133 ( reposiTUm)

Teichmann, J. (2009). Lecture: A new approach to SPDEs with applications to mathematical Finance. Spring School Finance and Insurance - Stochastic Analysis and Practical Methods, Marie Curie ITN, University Jena, Germany, EU. http://hdl.handle.net/20.500.12708/119141 ( reposiTUm)

Keller-Ressel, M., Papapantoleon, A., & Teichmann, J. (2009). A new approach to LIBOR modeling. START-Seminar, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/119135 ( reposiTUm)

Teichmann, J. (2009). A new approach to SPDEs with applications to numerics in interest rate theory. Conference on Numerical Methods in Finance, Paris, France, EU. http://hdl.handle.net/20.500.12708/119143 ( reposiTUm)

Teichmann, J. (2009). A new approach for scenario generation in risk management. Workshop Finance and Insurance, Marie Curie ITN, University Jena, Germany, EU. http://hdl.handle.net/20.500.12708/119142 ( reposiTUm)

Teichmann, J. (2008). Natural OU-processes on Lie groups and applications to simulated annealing. Universität Ljubljana, Ljubljana, EU. http://hdl.handle.net/20.500.12708/118680 ( reposiTUm)

Teichmann, J. (2008). Natural OU-Processes on Lie groups. University Cambridge, Cambridge, UK, Austria. http://hdl.handle.net/20.500.12708/118679 ( reposiTUm)

Teichmann, J. (2008). How to calculate moments for affine models in a very easy way? Oberwolfach Workshop: Stochastic Analysis in Finance and Insurance, Oberwolfach, Germany, Austria. http://hdl.handle.net/20.500.12708/118678 ( reposiTUm)

Teichmann, J. (2008). How to calculate moments of affine processes easily. START-Seminar, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/118681 ( reposiTUm)

Teichmann, J. (2008). Natural OU-processes on Lie groups with applications to simulated annealing algorithms in high dimensions. University Vienna, Vienna, Austria. http://hdl.handle.net/20.500.12708/118683 ( reposiTUm)

Teichmann, J. (2008). Natural OU-Processes on Lie groups. Université de Franche Comté, Besancon, France, Austria. http://hdl.handle.net/20.500.12708/118682 ( reposiTUm)

Teichmann, J. (2008). Natural OU-processes on Lie groups with applications to simulated annealing. University of Lisbon, Portugal, Austria. http://hdl.handle.net/20.500.12708/118685 ( reposiTUm)

Teichmann, J. (2008). Simulation of HJM models. Dublin City University, Ireland, EU. http://hdl.handle.net/20.500.12708/118684 ( reposiTUm)

Teichmann, J. (2008). Absolute continuity of laws for SPDEs. Centre de Recerca Matematica, Barcelona, Spain, EU. http://hdl.handle.net/20.500.12708/118686 ( reposiTUm)

Teichmann, J. (2008). A new approach to SPDEs with applications to scenario generation in risk management. Ecole Polytechnique, Lausanne, Lausanne, Austria. http://hdl.handle.net/20.500.12708/118861 ( reposiTUm)

Teichmann, J. (2008). The Brody-Hughston SPDE of interest rate theory. Matheon Research Group Workshop, HTU Berlin, Germany, EU. http://hdl.handle.net/20.500.12708/118862 ( reposiTUm)

Teichmann, J. (2008). A new approach to SPDEs withouth stochastic integration. University of York, York, UK, EU. http://hdl.handle.net/20.500.12708/118877 ( reposiTUm)

Teichmann, J. (2008). Simulation of HJM models. TU Berlin, Berlin, Germany, EU. http://hdl.handle.net/20.500.12708/118853 ( reposiTUm)

Teichmann, J. (2008). Evaluation of the Heath-Jarrow-Morton equation by cubature methods for SPDEs. Workshop on Finance and Related Mathematical and Statistical Issues, Ritsumeikan University, Shiga, Japan, Non-EU. http://hdl.handle.net/20.500.12708/118854 ( reposiTUm)

Teichmann, J. (2008). Numerical methods for SPDEs with applications to the HJM equation. Universität Bonn, Bonn, Germany, EU. http://hdl.handle.net/20.500.12708/118856 ( reposiTUm)

Teichmann, J. (2008). Natural OU-processes on Lie groups with applications to simulated annealing. Ritsumeikan Seminar on Mathematical Analysis, Ritsumeikan University, Shiga, Japan, Non-EU. http://hdl.handle.net/20.500.12708/118855 ( reposiTUm)

Teichmann, J. (2008). Numerical methods for SPDEs with applications to the HJM equation. Stochastic Analysis Seminar, University of Oslo, Norway, EU. http://hdl.handle.net/20.500.12708/118857 ( reposiTUm)

Teichmann, J. (2008). A new approach to stochastic partial differential equations with applications to mathematical finance. Seminar für Angewandte Mathematik, ETH Zürich, ETH Zürich, Austria. http://hdl.handle.net/20.500.12708/118859 ( reposiTUm)

Teichmann, J. (2008). Numerical methods for SPDEs with applications to the HJM equation. Special Semester on Stochastics with Emphasis on Finance, (RICAM) Austrian Academy of Sciences (ÖAW) , Linz, Austria. http://hdl.handle.net/20.500.12708/118860 ( reposiTUm)

Teichmann, J. (2008). SPDEs taking values in Wasserstein space. Workshop “Optimal transportation and applications,” Pisa (Italien), EU. http://hdl.handle.net/20.500.12708/118858 ( reposiTUm)

Bayer, C., Teichmann, J., & Warnung, R. (2007). Implementation of new hypo-elliptic simulated annealing algorithms. START-Seminar, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/118427 ( reposiTUm)

Bayer, C., Teichmann, J., & Warnung, R. (2007). Implementation of new hypo-elliptic simulated annealing algorithms. START-Seminar, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/118428 ( reposiTUm)

Bayer, C., Teichmann, J., & Warnung, R. (2007). Implementation of new hypo-elliptic simulated annealing algorithms. START-Seminar, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/118429 ( reposiTUm)

Teichmann, J. (2007). New Classes of OU-processes and applications to Optimization procedures. START-Seminar, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/118419 ( reposiTUm)

Teichmann, J. (2007). Cubature on Wiener Space in infinite dimensions. START-Seminar, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/118420 ( reposiTUm)

Teichmann, J. (2007). Introductory Mini Course on “Stochastic gradient flows in finite and infinite dimensions.” Wolfgang Pauli Institut, WPI, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118352 ( reposiTUm)

Teichmann, J. (2007). Convexity Propagation in Interest Rate Theory. General AMaMeF Conference, Stefan Banach International Mathematical Center, Bedlewo, Poland, EU. http://hdl.handle.net/20.500.12708/118351 ( reposiTUm)

Teichmann, J. (2007). Deterministic Methods for the weak approximation of high-dimensional SDEs with Application to mathematical Finance. Technische Universität München, Austria. http://hdl.handle.net/20.500.12708/118347 ( reposiTUm)

Teichmann, J. (2007). Deterministic Methods for the weak approximation of high-dimensional SDEs with Application to mathematical Finance. Universität Ljubljana, Ljubljana, EU. http://hdl.handle.net/20.500.12708/118348 ( reposiTUm)

Teichmann, J. (2007). Hypoellipticity for SDE in infinite dimensions. Universität Bonn, Bonn, Germany, EU. http://hdl.handle.net/20.500.12708/118349 ( reposiTUm)

Teichmann, J. (2007). A heat kernel approach to Interest Rate Models. START-Seminar, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/118350 ( reposiTUm)

Teichmann, J. (2007). An invitation to random Schrödinger operators III. START-Seminar, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/118355 ( reposiTUm)

Teichmann, J. (2007). An invitation to random Schrödinger operators II. START-Seminar, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/118354 ( reposiTUm)

Teichmann, J. (2007). Finanzmathematik und Ertragswertverfahren. Weiterbildungszentrum der TU Wien, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/118353 ( reposiTUm)

Teichmann, J. (2007). Stochastic heat equation and Intersection local times. Conference on Stochastic Analysis and Related Fields, Toulouse, France, EU. http://hdl.handle.net/20.500.12708/118356 ( reposiTUm)

Teichmann, J. (2007). Hypo-ellipticity in infinite dimensions. Stochastic Partial Differential Equations, Mittag-Leffier Institut, Stockholm, Sweden, EU. http://hdl.handle.net/20.500.12708/118359 ( reposiTUm)

Teichmann, J. (2007). Convexity Theorems in Interest Rate Theory. Workshop on PDE and Finance, Stockholm, Sweden, EU. http://hdl.handle.net/20.500.12708/118358 ( reposiTUm)

Teichmann, J. (2007). An invitation to random Schrödinger operators V. START-Seminar, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/118357 ( reposiTUm)

Teichmann, J. (2007). Stochastic Differential Equations with values in Wasserstein Spaces. Workshop on Optimal transportation structures, gradient flows and entropy methods for applied PDE’s, WPI, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118361 ( reposiTUm)

Teichmann, J. (2007). Natural OU-processes on Lie groups with applications to simulated annealing. Complex Stochastic Systems: Discrete vs. Continuous, University Bonn, Bonn, Germany, EU. http://hdl.handle.net/20.500.12708/118362 ( reposiTUm)

Teichmann, J. (2007). Convexity in Interest Rate Theory - some conceptual considerations. University of Uppsala, Uppsala, Sweden, EU. http://hdl.handle.net/20.500.12708/118360 ( reposiTUm)

Teichmann, J. (2007). Natural OU-processes on Lie groups with applications to simulated annealing. Stochastic Partial Differential Equations, Mittag-Leffier Institut, Stockholm, Sweden, EU. http://hdl.handle.net/20.500.12708/118364 ( reposiTUm)

Teichmann, J. (2007). Natural OU-processes on Lie groups with applications to simulated annealing. Workshop on Stochastic Problems and Degenerate Elliptic Equations, WPI, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118363 ( reposiTUm)

Teichmann, J. (2006). Existence Theorems for the Monge-Kantorovich-Problem. Université de Bretagne Occidentale, Brest, France, EU. http://hdl.handle.net/20.500.12708/117976 ( reposiTUm)

Teichmann, J. (2006). Flexibility of OU-Interest Rate Models. PRisMa Day 2006 - One-Day Workshop on Portfolio Risk Management, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117949 ( reposiTUm)

Teichmann, J. (2006). Optimal Transportation. University of Osaka, Japan, Non-EU. http://hdl.handle.net/20.500.12708/117967 ( reposiTUm)

Teichmann, J. (2006). How to make Cubature Formulas feasible? International Conference on Mathematical Finance, Hammamet, Tunisia, Austria. http://hdl.handle.net/20.500.12708/117966 ( reposiTUm)

Teichmann, J. (2006). How to make Cubature Formulas feasible? Conference of Advanced Mathematical Methods for Finance, Antalya, Turkey, Non-EU. http://hdl.handle.net/20.500.12708/118042 ( reposiTUm)

Teichmann, J., & Siopacha, M. (2006). Weak and strong Taylor Approximations for the solution of Kolmogorov’s equation with Applications to Libor Market Models. TU Graz, Austria. http://hdl.handle.net/20.500.12708/118098 ( reposiTUm)

Teichmann, J., Forster, B., & Lütkebohmert, E. (2006). Calculating the Greeks for Jump-Diffusions. Universität Freiburg, Freiburg, EU. http://hdl.handle.net/20.500.12708/118097 ( reposiTUm)

Teichmann, J. (2006). Adaptive Recombination for Cubature Methods. Workshop on Credit Risk and Risk Transfer, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118109 ( reposiTUm)

Teichmann, J. (2005). Malliavin Calculus Part III. One-day Lecture given as Radon Seminar at Johann Radon Institute for Computational and Applied Mathematics (RICAM), Linz, Austria, Austria. http://hdl.handle.net/20.500.12708/117425 ( reposiTUm)

Teichmann, J. (2005). Malliavin Calculus Part II. One-day Lecture given as Radon Seminar at Johann Radon Institute for Computational and Applied Mathematics (RICAM), Linz, Austria, Austria. http://hdl.handle.net/20.500.12708/117424 ( reposiTUm)

Teichmann, J. (2005). Calculation of Greeks for Jump-Diffusions. Workshop on Evolution Equations for Deterministic and Stochastic Systhems, Centro di Ricerca Matematica Ennio de Giorgi, Scuola Normale Superiore, Pisa, Italy, Austria. http://hdl.handle.net/20.500.12708/117436 ( reposiTUm)

Teichmann, J. (2005). Hypoellipticity in infinite dimensions with applications to interest rate theory. Probability Seminars, Statistical Laboratory, Department of Pure Mathematics and Mathematical Statistics, University of Cambridge, UK, Austria. http://hdl.handle.net/20.500.12708/117474 ( reposiTUm)

Teichmann, J. (2005). Cubature Formulas on Wiener Space. Workshop on Developments in Quantitative Finance, Isaac Newton Institute, Cambridge, UK, Austria. http://hdl.handle.net/20.500.12708/117473 ( reposiTUm)

Teichmann, J. (2005). Calculation of Greeks by Cubature Formulas. series of 4 lectures, Quantitative Finance Seminar, TU Berlin, Germany, Austria. http://hdl.handle.net/20.500.12708/117475 ( reposiTUm)

Teichmann, J. (2005). Stochastic Analysis in infinite dimensions with Applications to Term Structure Models I. Workshop on Stochastic Analysis and Applications in Finance, Max Planck Institute for Mathematics in the Sciences, Leipzig, Germany, Austria. http://hdl.handle.net/20.500.12708/117405 ( reposiTUm)

Teichmann, J. (2005). Calculation of the Greeks for jump-diffusions. Workshop on Stochastic Analysis and Applications in Finance, Max Planck Institute for Mathematics in the Sciences, Leipzig, Germany, Austria. http://hdl.handle.net/20.500.12708/117407 ( reposiTUm)

Teichmann, J. (2005). Stochastic Analysis in infinite dimensions with Applications to Term Structure Models II. Workshop on Stochastic Analysis and Applications in Finance, Max Planck Institute for Mathematics in the Sciences, Leipzig, Germany, Austria. http://hdl.handle.net/20.500.12708/117406 ( reposiTUm)

Teichmann, J. (2005). Malliavin Calculus Part I. One-day Lecture given as Radon Seminar at Johann Radon Institute for Computational and Applied Mathematics (RICAM), Linz, Austria, Austria. http://hdl.handle.net/20.500.12708/117423 ( reposiTUm)

Teichmann, J. (2005). Calculation of Greeks by Cubature Formulas. PDE and mathematical Finance, Institut Mittag-Leffler, Stockholm, Sweden, EU. http://hdl.handle.net/20.500.12708/117751 ( reposiTUm)

Teichmann, J. (2005). Adaptive Recombination for Cubature Formulas. AMaMeF Workshop on Stochastic Analysis and Computational Finance, Imperial College London, England, EU. http://hdl.handle.net/20.500.12708/117753 ( reposiTUm)

Teichmann, J. (2005). Geometry of Interest Rates. 16th International Congress of the Austrian Mathematical Society (ÖMG), Klagenfurt, Austria, Austria. http://hdl.handle.net/20.500.12708/117752 ( reposiTUm)

Teichmann, J. (2005). Solution of a problem in Villani’s book. FAM -Seminar, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117754 ( reposiTUm)

Teichmann, J. (2005). Calculation of Greeks with jumps. FAM -Seminar, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117755 ( reposiTUm)

Teichmann, J. (2004). Geometrie der Zinsen. Lecture Series “Wissenswertes aus der Mathematik,” TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116598 ( reposiTUm)

Teichmann, J. (2004). Geometrie überall - vom rechten Winkel bis zur Beherrschung des Risikos. Lecture Series “Zukunftsmathematik”  at math.space, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116705 ( reposiTUm)

Schmock, U., & Teichmann, J. (2004). Grundzüge der modernen Finanzmathematik. Two-day workshop of the ÖFdV, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117206 ( reposiTUm)

Teichmann, J. (2004). Calculating the Greeks by Cubature formulas I. TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117129 ( reposiTUm)

Teichmann, J. (2004). Flexible complete stochastic volatility models generalising Hobson-Rogers. 19th  Workshop of the Austrian Working Group for Banking and Finance, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116983 ( reposiTUm)

Teichmann, J. (2004). Calcuating the Greeks by Cubature Formulas. Université Paul Sabatier Toulouse 3, France, Austria. http://hdl.handle.net/20.500.12708/116982 ( reposiTUm)

Teichmann, J. (2004). Hypoellipticity in infinite dimensions and applications to interest rate theory. Mid Term Meeting of EU-Project: Evolution Equations for Deterministic and Stochastic Systems, Delft, The Netherlands, Austria. http://hdl.handle.net/20.500.12708/116981 ( reposiTUm)

Teichmann, J. (2004). Flexible complete stochastic volatility models generalising Hobson-Rogers. Columbia University, New York, USA, Austria. http://hdl.handle.net/20.500.12708/116980 ( reposiTUm)

Teichmann, J. (2004). Canonical approximations of Brownian motion on nilpotent Lie groups. Courant Institute of Mathematics, New York, USA, Austria. http://hdl.handle.net/20.500.12708/116979 ( reposiTUm)

Teichmann, J. (2004). Calculating the Greeks by Cubature Formulas. Seminaire Louis Bachelier, IHP, Paris, France, Austria. http://hdl.handle.net/20.500.12708/117163 ( reposiTUm)

Teichmann, J. (2004). Calculation of the Greeks by Cubature Formulas II. TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117130 ( reposiTUm)

Teichmann, J. (2004). Cubature on Wiener Space from the point of view of central limit theorems. FAM -Seminar, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116594 ( reposiTUm)

Teichmann, J. (2004). Generalising the Hobson-Rodgers model. FAM -Seminar, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116595 ( reposiTUm)

Teichmann, J. (2004). Hypoellipticity in infinite dimensions and applications to interest rate theory. Berlin Workshop on Mathematical Finance for Young Researchers, Humboldt University, Berlin, Germany, Austria. http://hdl.handle.net/20.500.12708/116446 ( reposiTUm)

Teichmann, J. (2003). Generic evolutions of the term structure of interest rates. FAM -Seminar, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116574 ( reposiTUm)

Teichmann, J. (2003). Non-affine Term Structure Models. FAM -Seminar, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116570 ( reposiTUm)

Teichmann, J. (2003). Stochastic control problems, viscosity solutions, and applications to finance (2). FAM -Seminar, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116575 ( reposiTUm)

Hubalek, F., Teichmann, J., & Tompkins, R. (2003). Flexible complete models with stochastic volatility: Generalising Hobson & Rogers (1998). Frankfurt MathFinance Workshop 2003, Frankfurt, Deutschland, Austria. http://hdl.handle.net/20.500.12708/91740 ( reposiTUm)

Teichmann, J. (2003). Interest Rate Theory. Series of 4 lectures at the “Herbstschule des Graduiertenkollegs,” University of Jena, Germany, Austria. http://hdl.handle.net/20.500.12708/117181 ( reposiTUm)

Teichmann, J. (2003). PDEs in Mathematical Finance. 1st meeting of the HYKE network, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117101 ( reposiTUm)

Teichmann, J. (2003). Stochastic control problems, viscosity solutions, and applications to finance (3). FAM -Seminar, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116577 ( reposiTUm)

Teichmann, J. (2003). Hypoellipticity in infinite dimensions and an application to mathematical finance. Department of Mathematics, University of Zagreb, Croatia, Austria. http://hdl.handle.net/20.500.12708/116270 ( reposiTUm)

Teichmann, J. (2003). Interest Rate Theory. Department of Mathematics, University of Zagreb, Croatia, Austria. http://hdl.handle.net/20.500.12708/116271 ( reposiTUm)

Teichmann, J. (2003). Hypoellipticity in Infinite Dimensions with an Application to Interest Rate Theory. EMS Mathematical Weekend, Lisbon, Portugal, Austria. http://hdl.handle.net/20.500.12708/116287 ( reposiTUm)

Teichmann, J. (2003). Geometry of Stochastic Evolution Equations. Research Seminar,  Université Paris 6, Paris, France, Austria. http://hdl.handle.net/20.500.12708/116266 ( reposiTUm)

Teichmann, J. (2003). Interest Rate Theory. CREST, DEA Lecture Course, Malakoff, France, Austria. http://hdl.handle.net/20.500.12708/116267 ( reposiTUm)

Teichmann, J. (2003). Are finite dimensional realizations a good concept for solutions of stochastic PDEs? Seminaire Louis Bachelier, IHP, Paris, France, Austria. http://hdl.handle.net/20.500.12708/116269 ( reposiTUm)

Teichmann, J. (2003). Geometry of Interest Rates and Frobenius Theorems. University of Evry, France, Austria. http://hdl.handle.net/20.500.12708/116268 ( reposiTUm)

Teichmann, J. (2003). Interest Rate Theory. Meeting of EU-Project: Evolution Equations for Deterministic and Stochastic Systems, TMR Workshop, Roscoff, France, Austria. http://hdl.handle.net/20.500.12708/116273 ( reposiTUm)

Teichmann, J. (2003). Hypoellipticity in infinite dimensions. Operations Research and Financial Engeneering, University of Princeton, USA, Austria. http://hdl.handle.net/20.500.12708/116272 ( reposiTUm)

Teichmann, J. (2003). On the Geometry of the Term Structure of Interest Rates. Blaise Pascal International Conference on Financial Modelling, Château Villeneuve le Mahieu, Paris, France, Austria. http://hdl.handle.net/20.500.12708/116534 ( reposiTUm)

Teichmann, J. (2003). Hypoellipticity in infinite dimensions and applications to interest rate theory. Mathematical Colloquium, University of Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116445 ( reposiTUm)

Teichmann, J. (2002). Cubature on Wiener Space I. TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117140 ( reposiTUm)

Teichmann, J. (2002). Geometrie der Zinsen. Habilitationsvortrag, Wien, Austria. http://hdl.handle.net/20.500.12708/117138 ( reposiTUm)

Teichmann, J. (2002). Cubature on Wiener Space II. TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117141 ( reposiTUm)

Teichmann, J. (2002). Applications of Malliavin Calculus to Mathematical Finance II. TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117135 ( reposiTUm)

Teichmann, J. (2002). Applications of Malliavin Calculus to Mathematical Finance I. TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117134 ( reposiTUm)

Hubalek, F., Klein, I., & Teichmann, J. (2002). A general proof of the Dybvig-Ingersoll-Ross-Theorem: Long forward rates can never fall. 16th  Austrian Working Group on Banking and Finance, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117172 ( reposiTUm)

Teichmann, J. (2002). Convenient Analysis and Frobenius Theorems. KTH Stockholm, Stockholm, Norwegen, Austria. http://hdl.handle.net/20.500.12708/116072 ( reposiTUm)

Teichmann, J. (2002). Geometry of Interest Rates. Mathematical Colloquium, University of Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116071 ( reposiTUm)

Teichmann, J. (2002). Invariance problems for stochastic differential equations in infinite dimensions. 16th  Austrian Working Group on Banking and Finance, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116070 ( reposiTUm)

Teichmann, J. (2002). Geometry of Interest Rates. Research Seminar: Stochastische Analysis und Stochastik, Humboldt University, Berlin, Germany, Austria. http://hdl.handle.net/20.500.12708/116069 ( reposiTUm)

Teichmann, J. (2002). Geometry and Regularity of finite factor models for the Term structure of Interest Rates. Satellite Conference of the ICM2002 on Stochastic Analysis, Beijing, China, Austria. http://hdl.handle.net/20.500.12708/116074 ( reposiTUm)

Teichmann, J. (2002). Geometry and Regularity of Finite Factor Models. KTH Stockholm, Stockholm, Norwegen, Austria. http://hdl.handle.net/20.500.12708/116073 ( reposiTUm)

Teichmann, J. (2002). On the Term Structure of Interest Rates. 2nd World Congress of the Bachelier Finance Society, Crete, Greece, Austria. http://hdl.handle.net/20.500.12708/116079 ( reposiTUm)

Teichmann, J. (2002). On the Term Structure of Interest Rates. CEREMADE, Paris Dauphine - Seminaire mathematiques de l’economie et de la finance, Paris, France, Austria. http://hdl.handle.net/20.500.12708/116081 ( reposiTUm)

Teichmann, J. (2002). On the Term Structure of Interest Rates. Frankfurt MathFinance Workshop, Frankfurt , Germany, Austria. http://hdl.handle.net/20.500.12708/116080 ( reposiTUm)

Teichmann, J. (2001). A Frobenius Theorem on convenient manifolds. 15th Congress of the “ÖMG”, Annual Meeting of the “Deutschen Mathematikervereinigung,” Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117019 ( reposiTUm)

Teichmann, J. (2001). HJM-theory - Classification of finite factor models. AMS-SMF Congress, Lyon, France, Austria. http://hdl.handle.net/20.500.12708/117017 ( reposiTUm)

Teichmann, J. (2001). A Frobenius Theorem on convenient manifolds. 8th International Conference on Differential Geometry and its Applications, Opava, Czech Republic, Austria. http://hdl.handle.net/20.500.12708/117018 ( reposiTUm)

Teichmann, J. (2001). Interest Rate Theory and Infinite dimensional Geometry. 15th Congress of the “ÖMG”, Annual Meeting of the “Deutschen Mathematikervereinigung,” Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117020 ( reposiTUm)

Teichmann, J. (2001). Smooth Perfectness through decomposition of diffeomorphisms into fiber preserving ones. Institute of Mathematics, University of Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117021 ( reposiTUm)

Teichmann, J. (2001). Interest Rate Theory and Infinite dimensional Geometry. Department of Mathematics, Mathematical Finance, ETH Zurich, Switzerland, Austria. http://hdl.handle.net/20.500.12708/117022 ( reposiTUm)

Teichmann, J. (2001). HJM-models from the point of view of differential geometry. Dept. of Algebra and Geometry, Masaryk University Brno, Czech Republic., Austria. http://hdl.handle.net/20.500.12708/117002 ( reposiTUm)

Teichmann, J. (2001). Existence of invariant Manifolds for Stochastic equations in infinite dimensions. Meeting on Stochastic Analysis, TU & HU Berlin, Germany., Austria. http://hdl.handle.net/20.500.12708/117001 ( reposiTUm)

Teichmann, J. (2001). HJM-models from the point of view of differential geometry. 21st Winter school on Geometry and Physics, Srni, Czech Republic., Austria. http://hdl.handle.net/20.500.12708/117003 ( reposiTUm)

Teichmann, J. (2001). HJM-models from the point of view of differential geometry. TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117005 ( reposiTUm)

Teichmann, J. (2001). The Clark-Hausmann-Ocone formula II. FAM- Seminar: Introduction to the Malliavin Calculus, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117004 ( reposiTUm)

Teichmann, J. (2001). HJM-theory and infinite dimensional geometry - the classification result. Institute of Mathematics, University of Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117011 ( reposiTUm)

Teichmann, J. (2001). HJM-theory and finite dimensional realizations - the classification result. Warwick Symposium on Stochastic Partial Differential Equations and Related Topics - Infinite dimensional models in mathematical finance, University of Warwick, UK, Austria. http://hdl.handle.net/20.500.12708/117014 ( reposiTUm)

Teichmann, J. (2001). HJM-theory - Classification of finite factor models. Meeting on Stochastic Analysis, TU & HU Berlin, Germany, Austria. http://hdl.handle.net/20.500.12708/117016 ( reposiTUm)

Teichmann, J. (2001). Finite Dimensional Realizations in HJM-theory. Department of Mathematics and Statistics, Columbia University New York, USA, Austria. http://hdl.handle.net/20.500.12708/117013 ( reposiTUm)

Teichmann, J. (2001). HJM-theory and finite dimensional realizations - the classification result. Workshop on Mathematical Finance, Polish Academy of Sciences, Bedlewo, Poland, Austria. http://hdl.handle.net/20.500.12708/117015 ( reposiTUm)

Teichmann, J. (2001). Interest Rate Theory and Geometry. Theoretical Physics Section, KU Leuven, Belgium, Austria. http://hdl.handle.net/20.500.12708/117023 ( reposiTUm)

Klein, I., & Teichmann, J. (2001). Do long forward rates never fall? TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117143 ( reposiTUm)

Teichmann, J. (2001). Filtering Problems from the geometric point of view. TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117150 ( reposiTUm)

Teichmann, J. (2000). Clark-Hausmann-Ocone-Formula I. FAM- Seminar: Introduction to the Malliavin Calculus, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117006 ( reposiTUm)

Teichmann, J. (2000). Wiener Chaos and Malliavin Calculus. FAM- Seminar: Introduction to the Malliavin Calculus, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117007 ( reposiTUm)

Teichmann, J. (2000). Regularity of Lie groups. Summer School 2000, Saint Flour, France, Austria. http://hdl.handle.net/20.500.12708/117009 ( reposiTUm)

Teichmann, J. (2000). Wiener Chaos. FAM- Seminar: Introduction to the Malliavin Calculus, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117008 ( reposiTUm)

Teichmann, J. (2000). Lipschitz-metrizable Lie groups. 20st Winter school on Geometry and Physics, Srni, Czech Republic, Austria. http://hdl.handle.net/20.500.12708/117012 ( reposiTUm)

Teichmann, J. (2000). HJM-models from the point of view of differential geometry. TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117010 ( reposiTUm)

Teichmann, J. (2000). Infinite dimensional Lie grpoups in Geometry and Representation theory. 2000 Howard Conference on Infinite Dimensional Lie Groups in Geometry and Representation, Washington D.C, USA, Austria. http://hdl.handle.net/20.500.12708/117024 ( reposiTUm)

Teichmann, J. (2000). HJM-theory and infinite dimensional geometry. Institute of Financial Mathematics, Kepler-University, Linz, Austria, Austria. http://hdl.handle.net/20.500.12708/117025 ( reposiTUm)

Dörsek, P., & Teichmann, J. (2010). A semigroup point of view on splitting schemes for stochastic (partial) differential equations (ASC Report 28/2010). Institute of Analysis and Scientific Computing, TU Wien. http://hdl.handle.net/20.500.12708/26920 ( reposiTUm)

Teichmann, J. (2002). Analysis on infinite dimensional spaces with applications to financial mathematics and Lie theory [Professorial Dissertation, Technische Universität Wien]. reposiTUm. http://hdl.handle.net/20.500.12708/185139 ( reposiTUm)