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Filipović, Damir
12
Teichmann, Josef
5
Svindland, Gregor
4
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2
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2
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Finance and stochastics
3
Insurance / Mathematics & economics
3
Journal of financial economics
2
Operations research letters
2
Allgemeine Vermessungs-Nachrichten : AVN ; Zeitschrift für alle Bereiche der Geodäsie und Geoinformation
1
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1
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
Saved in:
2
Density approximations for multivariate affine jump-diffusion processes
Filipović, Damir
;
Mayerhofer, Eberhard
;
Schneider, Paul
- In:
Journal of econometrics
176
(
2013
)
2
,
pp. 93-111
Persistent link: https://www.econbiz.de/10010152649
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3
Einsatz eines komplexen Messsystems zur Uberwachung von Gebäuden beim Bau des City-Tunnel Leipzig
Amrhein, M.
;
Heide, U.
;
Teichmann, J.
- In:
Allgemeine Vermessungs-Nachrichten : AVN ; Zeitschrift …
117
(
2010
)
8-9
,
pp. 309-312
Persistent link: https://www.econbiz.de/10009176690
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4
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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5
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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6
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
Saved in:
7
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
Saved in:
8
Optimal capital and risk allocations for law- and cash-invariant convex functions
Filipović, Damir
;
Svindland, Gregor
- In:
Finance and stochastics
12
(
2008
)
3
,
pp. 423
Persistent link: https://www.econbiz.de/10008221081
Saved in:
9
Existence of Lévy term structure models
Filipović, Damir
;
Tappe, Stefan
- In:
Finance and stochastics
12
(
2008
)
1
,
pp. 83-116
Persistent link: https://www.econbiz.de/10008221428
Saved in:
10
A note on the Swiss Solvency Test risk measure
Filipović, Damir
;
Vogelpoth, Nicolas
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 897-902
Persistent link: https://www.econbiz.de/10008057664
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