Tappe, Stefan
- Tempered stable distributions and processes
2019/07/11 by Uwe Küchler, Küchler, Uwe, Stefan Tappe +1 · 5 citations
Economics, Econometrics and Finance · #60E07 #60G51 #Complex Systems and Time Series Analysis #FOS: Economics and business #FOS: Mathematics #Financial Risk and Volatility Modeling #Mathematical Finance (q-fin.MF) #Probability (math.PR) #Stochastic processes and financial applications
- Invariant manifolds with boundary for jump-diffusions
2012/02/06 by Filipovic, Damir, Tappe, Stefan, Teichmann, Josef · 1 citation
#60G17 #60H15 #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR)
- Existence of affine realizations for stochastic partial differential equations driven by Lévy processes
2019/06/30 by Tappe, Stefan · 1 citation
#60H15 #91G80 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR)
- Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures
2019/07/04 by Tappe, Stefan · 1 citation
#60G57 #60H15 #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR)
- Exponential stock models driven by tempered stable processes
2019/07/11 by Küchler, Uwe, Tappe, Stefan · 1 citation
#60G51 #91G20 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR)
- Bilateral Gamma distributions and processes in financial mathematics
2019/07/23 by Küchler, Uwe, Tappe, Stefan · 1 citation
#60G51 #91G20 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR)
- Dynamic Term Structure Modelling with Default and Mortality Risk: New\n Results on Existence and Monotonicity
2013/06/26 by Stefan Tappe, Tappe, Stefan, Thorsten Schmidt +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #Credit Risk and Financial Regulations #FOS: Economics and business #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Pricing of Securities (q-fin.PR) #Probability (math.PR) #Stochastic processes and financial applications #demographic modeling and climate adaptation
- Term Structure Models Driven by Wiener Process and Poisson Measures: Existence and Positivity
2009/05/09 by Damir Filipović, Stefan Tappe, Filipovic, Damir +3 · 1 citation
Computer Science · Physics and Astronomy · #Nonlinear Dynamics and Pattern Formation #Advanced Thermodynamics and Statistical Mechanics
- Real-world models for multiple term structures: a unifying HJM semimartingale framework
2024/11/04 by Fontana, Claudio, Platen, Eckhard, Tappe, Stefan · 1 citation
#FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR)