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A General Proof of the Dybvig-Ingersoll-Ross Theorem: Long Forward Rates Can Never Fall
Hubalek, Friedrich; Klein, Irene; Teichmann, Josef - In: Mathematical finance : an international journal of … 12 (2002) 4, pp. 447-452
Persistent link: https://www.econbiz.de/10008216127
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HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK-MERTON-SCHOLES?
Schachermayer, Walter; Teichmann, Josef - In: Mathematical finance : an international journal of … 18 (2008) 1, pp. 155-170
Persistent link: https://www.econbiz.de/10008221367
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A NOTE ON NONAFFINE SOLUTIONS OF TERM STRUCTURE EQUATIONS WITH APPLICATIONS TO POWER EXCHANGES
Teichmann, Josef - In: Mathematical finance : an international journal of … 15 (2005) 1, pp. 191
Persistent link: https://www.econbiz.de/10008222944
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THE AFFINE LIBOR MODELS
Keller‐Ressel, Martin; Papapantoleon, Antonis; … - In: Mathematical finance : an international journal of … 23 (2013) 4, pp. 627-658
Persistent link: https://www.econbiz.de/10010161819
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Polynomial processes and their applications to mathematical finance
Cuchiero, Christa; Keller-Ressel, Martin; Teichmann, Josef - In: Finance and stochastics 16 (2012) 4, pp. 711-741
Persistent link: https://www.econbiz.de/10010019156