Publications in Scientific Journals:
D. Filipovic, S. Tappe, J. Teichmann:
"Term Structure Models Driven by Wiener Process and Poisson Measures: Existence and Positivity";
SIAM Journal on Financial Mathematics,
1
(2010),
523
- 554.
"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
http://dx.doi.org/10.1137/090758593
Related Projects:
Project Head Josef Teichmann:
START Preis Projekt: Geometrie stochastischer Differentialgleichungen
Created from the Publication Database of the Vienna University of Technology.