Concepedia

Stefan Tappe

ST

Statistics

Publications

14

Citations

755

H-Index

12

Active since

2007

Affiliations

ETH Zurich(Current)

Leibniz University Hannover

Humboldt-Universität zu Berlin

Swiss Finance Institute

University of Freiburg

Stefan Tappe is an author at ETH Zurich specializing in stochastic processes, probability theory, and mathematics.

Publications per year

2007–2020

14

Publications

14

Bilateral gamma distributions and processes in financial mathematics

Uwe Küchler, Stefan Tappe · Stochastic Processes and their Applications · 2007 · 194 citations · Full text

Natural Sciences, Finance, Mathematics +14

Tempered stable distributions and processes

Uwe Küchler, Stefan Tappe · Stochastic Processes and their Applications · 2013 · 122 citations · Full text

Engineering, Mathematics, Physics +12

Term Structure Models Driven by Wiener Processes and Poisson Measures: Existence and Positivity

Damir Filipović, Stefan Tappe, Josef Teichmann · SIAM Journal on Financial Mathematics · 2010 · 97 citations · Full text

Engineering, Finance, Financial Economics +16

Existence of Lévy term structure models

Damir Filipović, Stefan Tappe · Finance and Stochastics · 2007 · 77 citations · Full text

Engineering, Mathematics, Financial Economics +11

Jump-diffusions in Hilbert spaces: existence, stability and numerics

Damir Filipović, Stefan Tappe, Josef Teichmann · Stochastics · 2010 · 63 citations · Full text

Engineering, Mathematics, Dynamical Systems +16

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