The following pages link to Josef Teichmann (Q210691):
Displaying 25 items.
- A Remark on Gatheral’s ‘Most-Likely Path Approximation’ of Implied Volatility (Q4560333) (← links)
- The Gärtner-Ellis Theorem, Homogenization, and Affine Processes (Q4560336) (← links)
- CONSISTENT YIELD CURVE PREDICTION (Q4563766) (← links)
- Consistent recalibration of yield curve models (Q4581289) (← links)
- Discrete Time Term Structure Theory and Consistent Recalibration Models (Q4607042) (← links)
- (Q4789235) (← links)
- (Q4796254) (← links)
- No Arbitrage Theory for Bond Markets (Q4976509) (← links)
- Deep Neural Networks, Generic Universal Interpolation, and Controlled ODEs (Q5037577) (← links)
- A Fundamental Theorem of Asset Pricing for Continuous Time Large Financial Markets in a Two Filtration Setting (Q5131239) (← links)
- Characterization of nonlinear Besov spaces (Q5206269) (← links)
- Parabolic Free Boundary Price Formation Models Under Market Size Fluctuations (Q5298157) (← links)
- (Q5461993) (← links)
- A NOTE ON NONAFFINE SOLUTIONS OF TERM STRUCTURE EQUATIONS WITH APPLICATIONS TO POWER EXCHANGES (Q5464341) (← links)
- The proof of Tchakaloff’s Theorem (Q5473432) (← links)
- Regularity of infinite-dimensional Lie groups by metric space methods (Q5946890) (← links)
- A Frobenius theorem on convenient manifolds (Q5957814) (← links)
- Optimal extension to Sobolev rough paths (Q6072426) (← links)
- A Sobolev rough path extension theorem <i>via</i> regularity structures (Q6133910) (← links)
- Neural Jump Ordinary Differential Equations: Consistent Continuous-Time Prediction and Filtering (Q6342383) (← links)
- Optimal Stopping via Randomized Neural Networks (Q6366342) (← links)
- Signature SDEs from an affine and polynomial perspective (Q6425277) (← links)
- Global universal approximation of functional input maps on weighted spaces (Q6510447) (← links)
- On the occasion of Walter Schachermayer's 70th birthday: the mathematics of arbitrage (Q6587856) (← links)
- The Jarrow and Turnbull setting revisited (Q6644188) (← links)
