Selected Entire List   Teichmann, Josef  SSRN Author Rank: 42,125 by Downloads   Vienna University of Technology  Department of Financial and Actuarial Mathematics  Wien  Austria  +43-1-58801, x10514 (Phone)  +43-1-58801, x10599 (Fax)  HOME PAGE: http://www.fam.tuwien.ac.at/~jteichma/  email address   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Teichmann, Josef's Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 387 Total Citations 18 Papers (4) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   Affine Processes on Positive Semidefinite Matrices | Show Abstract Hide Abstract | Download | Working Paper Series Cuchiero, Christa affiliation not provided to SSRN Filipovic, Damir Ecole Polytechnique Fédérale de Lausanne Mayerhofer, Eberhard Deutsche Bundesbank, Research Centre Teichmann, Josef Vienna University of Technology Posted: 04 Oct 09 Last Revised: 08 Mar 11 333 (42,664) 7 affine process, stochastic correlation, term structure 2.   How Close are the Option Pricing Formulas of Bachelier and Black-Merton-Scholes? | Show Abstract Hide Abstract | Download | Mathematical Finance, Vol. 18, Issue 1, pp. 155-170, January 2008 Accepted Paper Series Schachermayer, Walter Vienna University of Technology Teichmann, Josef Vienna University of Technology Posted: 19 Dec 07 28 (248,979) 5 3.   A Note on Nonaffine Solutions of Term Structure Equations with Applications to Power Exchanges | Show Abstract Hide Abstract | Download | Mathematical Finance, Vol. 15, No. 1, pp. 191-201, January 2005 Accepted Paper Series Teichmann, Josef Vienna University of Technology Posted: 30 Dec 04 14 (296,700)   4.   A General Proof of the Dybvig-Ingersoll-Ross Theorem: Long Forward Rates Can Never Fall | Show Abstract Hide Abstract | Download | Mathematical Finance, Vol. 12, pp. 447-451, 2002 Accepted Paper Series Hubalek, Friedrich Vienna University of Technology Klein, I. University of Vienna - Department of Statistics and Decision Support Systems Teichmann, Josef Vienna University of Technology Posted: 27 Dec 02 12 (303,762) 6 Interest rate models, long forward rates Records 1 - 4 of 4 matches [ 1 ]

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