The following pages link to Josef Teichmann (Q210691):
Displayed 50 items.
- Affine processes on symmetric cones (Q300276) (← links)
- Smooth perfectness for the group of diffeomorphisms (Q380704) (← links)
- Regularity of affine processes on general state spaces (Q388907) (← links)
- A heat kernel approach to interest rate models (Q403855) (← links)
- A new extrapolation method for weak approximation schemes with applications (Q433903) (← links)
- Fourier transform methods for pathwise covariance estimation in the presence of jumps (Q468730) (← links)
- Cubature methods for stochastic (partial) differential equations in weighted spaces (Q483627) (← links)
- Affine processes on positive semidefinite matrices (Q535197) (← links)
- Affine processes are regular (Q662821) (← links)
- Polynomial processes and their applications to mathematical finance (Q693032) (← links)
- A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing (Q889620) (← links)
- Ornstein-Uhlenbeck processes on Lie groups (Q941412) (← links)
- Totally geodesic subgroups of diffeomorphisms (Q1603287) (← links)
- Smooth perfectness through decomposition of diffeomorphisms into fiber preserving ones (Q1868403) (← links)
- Existence of invariant manifolds for stochastic equations in infinite dimension (Q1869055) (← links)
- Regularity of finite-dimensional realizations for evolution equations (Q1869056) (← links)
- Hille-Yosida theory in convenient analysis. (Q1870104) (← links)
- On Sobolev rough paths (Q1996162) (← links)
- Generalized Feller processes and Markovian lifts of stochastic Volterra processes: the affine case (Q2021524) (← links)
- Stochastic analysis with modelled distributions (Q2045414) (← links)
- A deep learning model for gas storage optimization (Q2064630) (← links)
- Invariant manifolds with boundary for jump-diffusions (Q2248618) (← links)
- Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems (Q2270135) (← links)
- Linearized filtering of affine processes using stochastic Riccati equations (Q2289789) (← links)
- Markovian lifts of positive semidefinite affine Volterra-type processes (Q2292045) (← links)
- Exotic one-parameter semigroups of endomorphisms of a symmetric cone (Q2341902) (← links)
- Hypoellipticity in infinite dimensions and an application in interest rate theory (Q2572392) (← links)
- A hyper-geometric approach to the BMV-conjecture (Q2581033) (← links)
- (Q2730490) (← links)
- (Q2807982) (← links)
- THE AFFINE LIBOR MODELS (Q2851558) (← links)
- Path Properties and Regularity of Affine Processes on General State Spaces (Q2865108) (← links)
- Efficient Simulation and Calibration of General HJM Models by Splitting Schemes (Q2873141) (← links)
- FUNCTIONAL ANALYTIC (IR-)REGULARITY PROPERTIES OF SABR-TYPE PROCESSES (Q2986668) (← links)
- Weak and strong Taylor methods for numerical solutions of stochastic differential equations (Q3005813) (← links)
- On the geometry of the term structure of interest rates (Q3043429) (← links)
- Jump-diffusions in Hilbert spaces: existence, stability and numerics (Q3080997) (← links)
- (Q3111561) (← links)
- ANOTHER APPROACH TO SOME ROUGH AND STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS (Q3174006) (← links)
- A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets (Q3178725) (← links)
- (Q3397727) (← links)
- Absolutely Continuous Laws of Jump-Diffusions in Finite and Infinite Dimensions with Applications to Mathematical Finance (Q3398284) (← links)
- HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK-MERTON-SCHOLES? (Q3502130) (← links)
- Calculating the Greeks by cubature formulae (Q3503276) (← links)
- Cubature on Wiener space in infinite dimension (Q3560331) (← links)
- Term Structure Models Driven by Wiener Processes and Poisson Measures: Existence and Positivity (Q3580036) (← links)
- Characterization of optimal transport plans for the Monge-Kantorovich problem (Q3605003) (← links)
- Non-monotone convergence in the quadratic Wasserstein distance (Q3653076) (← links)
- A GENERAL PROOF OF THE DYBVIG-INGERSOLL-ROSS THEOREM: LONG FORWARD RATES CAN NEVER FALL (Q4419305) (← links)
- (Q4534687) (← links)