Talks and Poster Presentations (without Proceedings-Entry):
M. Keller-Ressel:
"Yield Curve Shapes and the Asymptotic Short Rate Distribution in Affine One-Factor Models";
Talk: Frankfurt MathFinance Workshop,
Frankfurt School of Finance and Management, Frankfurt, Germany (invited);
2007-03-26.
Related Projects:
Project Head Reinhold F. Kainhofer:
Robuste Kalibrierung von Aktienkursmodellen mit Sprüngen
Project Head Josef Teichmann:
START Preis Projekt: Geometrie stochastischer Differentialgleichungen
Created from the Publication Database of the Vienna University of Technology.