Concepedia

Josef Teichmann

JT

41

Publications

1.8K

Citations

23

H-Index

2001

Active since

Affiliations

ETH Zurich(Current)

University of Vienna

Swiss Finance Institute

Technische Universität Berlin

Josef Teichmann is an author at ETH Zurich specializing in engineering, stochastic calculus, and stochastic processes.

Top concepts

EngineeringStochastic CalculusFinanceBusinessStochastic ProcessesStochastic AnalysisProbabilityStatisticsFunctional AnalysisAsset Pricing

Publications per year

2001–2022

41

Publications

41

Deep hedging

Hans Buehler, Lukas Gonon, Josef Teichmann et al. · Quantitative Finance · 2019 · 282 citations

Polynomial processes and their applications to mathematical finance

Christa Cuchiero, Martin Keller‐Ressel, Josef Teichmann · Finance and Stochastics · 2012 · 129 citations · Full text

Computational Finance, Engineering, Orthogonal Polynomial +4

Existence of invariant manifolds for stochastic equations in infinite dimension

Damir Filipović, Josef Teichmann · Journal of Functional Analysis · 2003 · 120 citations · Full text

Infinite Dimensional Analysis, Engineering, Stochastic Processes +6

On the geometry of the term structure of interest rates

Damir Filipović, Josef Teichmann · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 2004 · 113 citations · Full text

Term Structure Model, Engineering, Frobenius Theorem +16

The proof of Tchakaloff’s Theorem

Christian Bayer, Josef Teichmann · Proceedings of the American Mathematical Society · 2006 · 104 citations · Full text

Theoretical Mathematics, Math Xmlns, Measure Theory +5

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