Keller-Ressel, M. (2011). Moment Explosions and Long-Term Behavior of Affine Stochastic Volatility Models. Mathematical Finance, 21(1), 73–98. http://hdl.handle.net/20.500.12708/162810 ( 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)

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)

Eberlein, E., Papapantoleon, A., & Shiryaev, A. N. (2009). Esscher transform and the duality principle for multidimensional semimartingales. Annals of Applied Probability, 19(5). https://doi.org/10.1214/09-aap600 ( 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)

Kluge, W., & Papapantoleon, A. (2009). On the valuation of compositions in Lévy term structure models. Quantitative Finance, 9(8), 951–959. https://doi.org/10.1080/14697680902849346 ( 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)

Keller-Ressel, M., & Steiner, T. (2008). Yield curve shapes and the asymptotic short rate distribution in affine one-factor models. Finance and Stochastics, 12(2), 149–172. https://doi.org/10.1007/s00780-007-0059-z ( reposiTUm)

Eberlein, E., Papapantoleon, A., & Shiryaev, A. N. (2008). On the duality principle in option pricing: semimartingale setting. Finance and Stochastics, 12(2), 265–292. https://doi.org/10.1007/s00780-008-0061-0 ( 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)

Papapantoleon, A., & Siopacha, M. (2010). Strong Taylor approximation of SDEs and application to the Lévy LIBOR model. In Proceedings of the Actuarial and Financial Mathematics Conference (pp. 47–62). Koninklijke Vlaamse Academie van Belgie. http://hdl.handle.net/20.500.12708/41118 ( reposiTUm)

Keller-Ressel, M. (2009). Moment Explosions and Long-Term Behavior of Stochastic Volatility Models. Universite Pierre et Marie Curie, Paris, France, Austria. http://hdl.handle.net/20.500.12708/119246 ( reposiTUm)

Cuchiero, C. (2009). Polynomial Processes and Applications to Option Pricing. TU Munich, Germany, Austria. http://hdl.handle.net/20.500.12708/119177 ( reposiTUm)

Cuchiero, C. (2009). Polynomial Processes and Applications to Option Pricing. Istanbul Workshop on Mathematical Finance, Sabanci University, Istanbul, Turkey, Non-EU. http://hdl.handle.net/20.500.12708/119178 ( reposiTUm)

Tsuchiya, T. (2009). A Heat Kernel Approach to Interest Rate Models. Workshop Finance and Insurance, Marie Curie ITN, University Jena, Germany, EU. http://hdl.handle.net/20.500.12708/119170 ( reposiTUm)

Tsuchiya, T. (2009). Heat Kernel Approach and default-free and defaultable Markovian interest rate models. Ritsumeikan University, Kyoto, Japan, Non-EU. http://hdl.handle.net/20.500.12708/119171 ( 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)

Papapantoleon, A. (2009). Lecture: Lévy processes and applications. National Technical University of Athens, Austria. http://hdl.handle.net/20.500.12708/119132 ( 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)

Papapantoleon, A. (2009). On the application of Lévy processes in mathematical finance. WK student seminar, Wolfgang Pauli Institut, Austria. http://hdl.handle.net/20.500.12708/119139 ( reposiTUm)

Papapantoleon, A. (2009). A new approach to LIBOR modeling. Istanbul Workshop on Mathematical Finance, Sabanci University, Istanbul, Turkey, Non-EU. http://hdl.handle.net/20.500.12708/119140 ( reposiTUm)

Papapantoleon, A. (2009). A new approach to LIBOR modeling. Workshop Finance and Insurance, Marie Curie ITN, University Jena, Germany, EU. http://hdl.handle.net/20.500.12708/119138 ( 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)

Papapantoleon, A. (2009). Topics in LIBOR modeling - from BGM to the affine LIBOR model. University of Osaka, Japan, Non-EU. http://hdl.handle.net/20.500.12708/119137 ( reposiTUm)

Papapantoleon, A. (2009). A new approach to LIBOR modeling. Universität Kiel, Kiel, BRD, Austria. http://hdl.handle.net/20.500.12708/119136 ( 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)

Cuchiero, C., Filipovic, D., & Mayerhofer, E. (2009). Matrixwertige affine Prozesse. WWTF Mathematik und ...-Tag, Vienna, Austria. http://hdl.handle.net/20.500.12708/119179 ( reposiTUm)

Papapantoleon, A. (2008). Numerical solution of SDEs and applications to the Lévy LIBOR model. Universität Freiburg, Freiburg, EU. http://hdl.handle.net/20.500.12708/118688 ( reposiTUm)

Papapantoleon, A. (2008). Valuation formulae for derivatives and applications to Lévy models. German Open Conference on Probability and Statistics, Aachen, Germany, EU. http://hdl.handle.net/20.500.12708/118689 ( reposiTUm)

Papapantoleon, A. (2008). Modelling the term structure of interest rates with Lévy processes: HJM and LIBOR approaches. University of Piraeus, Greece, EU. http://hdl.handle.net/20.500.12708/118690 ( reposiTUm)

Papapantoleon, A. (2008). Taylor approximation of SDEs and applications to the Lévy LIBOR model. Research Seminar  on “Stochastische Analysis und Stochastik der Finanzmärkte,” TU Berlin, Germany, Austria. http://hdl.handle.net/20.500.12708/118691 ( reposiTUm)

Bayer, C. (2008). Harmonic analysis of stochastic equations and backward stochastic differential equations. FAM -Seminar, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118694 ( reposiTUm)

Papapantoleon, A. (2008). Numerical solution of SDEs and applications to the Lévy LIBOR model. Dynstoch Workshop, Padova, Italy, EU. http://hdl.handle.net/20.500.12708/118692 ( reposiTUm)

Bayer, C. (2008). Cubature on Wiener space in infinite dimensions. German Open Conference on Probability and Statistics, Aachen, Germany, EU. http://hdl.handle.net/20.500.12708/118693 ( 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)

Keller-Ressel, M. (2008). Affine processes and applications to stochastic volatility modelling. Weierstraß Institute for Applied Analysis and Stochastics, Berlin, Germany, Austria. http://hdl.handle.net/20.500.12708/118652 ( reposiTUm)

Keller-Ressel, M. (2008). An alternative approach to affine processes and sufficient conditions for regularity. Vienna Institute of Finance, Vienna, Austria. http://hdl.handle.net/20.500.12708/118653 ( reposiTUm)

Keller-Ressel, M. (2008). Moment explosions and long-term behaviour of affine stochastic volatility models. General AMaMeF Conference, Stefan Banach International Mathematical Center, Bedlewo, Poland, EU. http://hdl.handle.net/20.500.12708/118654 ( reposiTUm)

Keller-Ressel, M. (2008). Moment Explosions and Long-Term Behavior of Affine Stochastic Volatility Models. University Cambridge, Cambridge, UK, Austria. http://hdl.handle.net/20.500.12708/118655 ( 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)

Papapantoleon, A. (2008). Lévy processes and applications (5h mini-course). National Technical University of Athens, Austria. http://hdl.handle.net/20.500.12708/118949 ( reposiTUm)

Papapantoleon, A. (2008). Lévy processes, change of measure and applications in finance (3h mini-course). University of Piraeus, Greece, EU. http://hdl.handle.net/20.500.12708/118950 ( reposiTUm)

Cuchiero, C. (2008). Affine processes on positive semidefinite matrices. Vienna Institute of Finance, Vienna, Austria. http://hdl.handle.net/20.500.12708/118925 ( reposiTUm)

Cuchiero, C. (2008). Affine term structure models on symmetric cones. Vienna Institute of Finance, Vienna, Austria. http://hdl.handle.net/20.500.12708/118924 ( 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)

Papapantoleon, A. (2008). Strong Taylor Approximation of SDEs and Application to the Lévy LIBOR Model. PRisMa Day - Workshop on Portfolio Risk Management, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118850 ( 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)

Papapantoleon, A. (2008). Strong Taylor approximation of SDEs and application to the Lévy LIBOR model. European Summer School in Financial Mathematics, Paris, France, EU. http://hdl.handle.net/20.500.12708/118873 ( reposiTUm)

Papapantoleon, A. (2008). Numerical solutions of SDEs and application to the Lévy LIBOR model. World Congress of the Bachelier Finance Society, Tokyo, Japan, Non-EU. http://hdl.handle.net/20.500.12708/118871 ( reposiTUm)

Papapantoleon, A. (2008). On the duality principle for multidimensional semimartingales. Oberseminar Stochastik, University of Freiburg, Freiburg, Germany, EU. http://hdl.handle.net/20.500.12708/118872 ( reposiTUm)

Papapantoleon, A. (2008). A new approach to LIBOR modeling - application of affine processes. Special Semester on Stochastics with Emphasis on Finance, (RICAM) Austrian Academy of Sciences (ÖAW) , Linz, Austria. http://hdl.handle.net/20.500.12708/118876 ( reposiTUm)

Papapantoleon, A. (2008). Strong Taylor approximation of SDEs and application to the Lévy LIBOR model. Seminar für Angewandte Mathematik, ETH Zürich, ETH Zürich, Austria. http://hdl.handle.net/20.500.12708/118875 ( reposiTUm)

Papapantoleon, A. (2008). Facets of the applications of jump processes in finance. Humboldt Universität Berlin, Berlin, Austria. http://hdl.handle.net/20.500.12708/118874 ( reposiTUm)

Cuchiero, C. (2008). A new class of analytically tractable processes with applications to option pricing. Special Semester on Stochastics with Emphasis on Finance, (RICAM) Austrian Academy of Sciences (ÖAW) , Linz, Austria. http://hdl.handle.net/20.500.12708/118868 ( reposiTUm)

Keller-Ressel, M. (2008). Moment explosions and long-term properties of affine stochastic volatility models. Special Semester on Stochastics with Emphasis on Finance, (RICAM) Austrian Academy of Sciences (ÖAW) , Linz, Austria. http://hdl.handle.net/20.500.12708/118870 ( reposiTUm)

Keller-Ressel, M. (2008). Moment explosions and long-term behavior of affine stochastic volatilty models. World Congress of the Bachelier Finance Society, Tokyo, Japan, Non-EU. http://hdl.handle.net/20.500.12708/118869 ( reposiTUm)

Dörsek, P. (2008). Adaptive hp-Finite Element Methods for Two-Dimensional Elasticity with Tresca Friction. Junior Scientist Conference, Wien, Austria. http://hdl.handle.net/20.500.12708/118898 ( reposiTUm)

Cuchiero, C. (2008). New analytically tractable processes with applications to pricing and hedging. World Congress of the Bachelier Finance Society, Tokyo, Japan, Non-EU. http://hdl.handle.net/20.500.12708/118867 ( 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)

Papapantoleon, A. (2007). On the Duality Principle in Option Pricing: Semimartingales and Lévy Processes. Mid-Term Conference on Advanced Mathematical Methods for Finance, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/118414 ( reposiTUm)

Keller-Ressel, M. (2007). Smile Asymptotics for Affine Stochastic Volatility Models. Miniworkhop on Calibration, Lévy processes in finance, FFT, and related issues, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/118398 ( reposiTUm)

Keller-Ressel, M., & Steiner, T. (2007). Yield curves shapes in affine term structure models. Conference on Levy Processes: Theory and Applications, Copenhagen, Denmark, EU. http://hdl.handle.net/20.500.12708/118397 ( reposiTUm)

Maresch, G. (2007). Optimality and Monotonicity in the Monge-Kantorovich Optimal Transportation Problem. FAM-Seminar, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118423 ( reposiTUm)

Papapantoleon, A. (2007). The duality principle for multidimensional semimartingales. START-Seminar, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/118424 ( reposiTUm)

Cuchiero, C. (2007). Affine Interest Rate Models - Theory and Practice. START-Seminar, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/118422 ( 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)

Keller-Ressel, M., & Steiner, T. (2007). Yield Curve Shapes and the Asymptotic Short Rate Distribution in Affine One-Factor Models. FAM-Seminar, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118393 ( reposiTUm)

Steiner, T., & Keller-Ressel, M. (2007). Yield Curve Shapes and the Asymptotic Short Rate Distribution in Affine One-Factor Models. FAM-Seminar, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118392 ( 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)

Steiner, T. (2007). Yield Curve Shapes in Affine Term Structure Models. PRisMa Lab Evaluation, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/118436 ( reposiTUm)

Shamarova, E. (2007). Jarzynski’s identity. Markov Processes and Stochastic Differential Equations, Kiev, Ukraine, Non-EU. http://hdl.handle.net/20.500.12708/118401 ( reposiTUm)

Bayer, C. (2007). Cubature on Wiener space for infinite dimensional problems. Conference on Levy Processes: Theory and Applications, Copenhagen, Denmark, EU. http://hdl.handle.net/20.500.12708/118404 ( reposiTUm)

Bayer, C. (2007). Cubature for infinite-dimensional SDEs. Universität Bonn, Bonn, Germany, EU. http://hdl.handle.net/20.500.12708/118405 ( reposiTUm)

Papapantoleon, A. (2007). Semimartingales and Lévy processes in finance: duality and valuation. National Technical University of Athens, Austria. http://hdl.handle.net/20.500.12708/118408 ( reposiTUm)

Papapantoleon, A. (2007). Modeling the term structure of interest rates with Lévy processes. National Technical University of Athens, Austria. http://hdl.handle.net/20.500.12708/118409 ( reposiTUm)

Steiner, T. (2007). Yield Curve Shapes in Affine One-Factor Models. Mid-Term Conference on Advanced Mathematical Methods for Finance, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/118412 ( reposiTUm)

Maresch, G. (2007). Optimality and Monotonicity in the Monge-Kantorovich Optimal Transportation Problem. Mid-Term Conference on Advanced Mathematical Methods for Finance, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/118411 ( reposiTUm)

Bayer, C. (2007). Cubature on Wiener Space for Infinite Dimensional Problems. Mid-Term Conference on Advanced Mathematical Methods for Finance, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/118410 ( reposiTUm)

Keller-Ressel, M. (2007). Yield Curve Shapes and the Asymptotic Short Rate Distribution in Affine One-Factor Models. Frankfurt MathFinance Workshop, Frankfurt , Germany, Austria. http://hdl.handle.net/20.500.12708/118394 ( reposiTUm)

Keller-Ressel, M. (2007). Non-Parametric Calibration of the BNS Model. International Conference on Computational Managment Science, Geneve, Switzerland, Non-EU. http://hdl.handle.net/20.500.12708/118395 ( reposiTUm)

Keller-Ressel, M., & Steiner, T. (2007). Yield curves shapes in affine term structure models. Conference on Levy Processes: Theory and Applications, Copenhagen, Denmark, EU. http://hdl.handle.net/20.500.12708/118396 ( 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)

Siopacha, M. (2007). Weak and Strong Taylor methods for approximative solutions of stochastic differential equations. Radon Workshop on Financial and Actuarial Mathematics, University Linz, Austria, Austria. http://hdl.handle.net/20.500.12708/118339 ( reposiTUm)

Siopacha, M. (2007). Taylor expansions of option prices. FAM -Seminar, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118338 ( 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)

Siopacha, M. (2007). Weak and Strong Taylor methods for approximative solutions of stochastic differential equations. General AMaMeF Conference, Stefan Banach International Mathematical Center, Bedlewo, Poland, EU. http://hdl.handle.net/20.500.12708/118340 ( reposiTUm)

Siopacha, M. (2007). Taylor Expansions of Option Prices with applications to Interest Rate Theory. Seminar on Data Analysis and Modeling, University Freiburg, Germany, EU. http://hdl.handle.net/20.500.12708/118341 ( 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)