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Stefan Tappe
Stefan Tappe
University of Freiburg, Department of Mathematical Stochastics
Verified email at math.uni-freiburg.de - Homepage
Title
Cited by
Cited by
Year
Bilateral gamma distributions and processes in financial mathematics
U Küchler, S Tappe
Stochastic Processes and their Applications 118 (2), 261-283, 2008
1972008
Tempered stable distributions and processes
U Küchler, S Tappe
Stochastic Processes and their Applications 123 (12), 4256-4293, 2013
1262013
Term structure models driven by Wiener processes and Poisson measures: existence and positivity
D Filipović, S Tappe, J Teichmann
SIAM Journal on Financial Mathematics 1 (1), 523-554, 2010
932010
Existence of Lévy term structure models
D Filipović, S Tappe
Finance and Stochastics 12 (1), 83-115, 2008
782008
Jump-diffusions in Hilbert spaces: existence, stability and numerics
D Filipović, S Tappe, J Teichmann
Stochastics: An International Journal of Probability and Stochastics …, 2010
762010
On the shapes of bilateral Gamma densities
U Küchler, S Tappe
Statistics & Probability Letters 78 (15), 2478-2484, 2008
562008
Invariant manifolds with boundary for jump-diffusions
D Filipović, S Tappe, J Teichmann
Electronic Journal of Probability 19 (51), 1-28, 2014
312014
An alternative approach on the existence of affine realizations for HJM term structure models
S Tappe
Proceedings of the Royal Society of London A: Mathematical, Physical and …, 2010
312010
Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures
S Tappe
International Journal of Stochastic Analysis, vol. 2012, Article ID 236327 …, 2012
242012
Option pricing in bilateral Gamma stock models
U Küchler, S Tappe
Statistics & Decisions International mathematical journal for stochastic …, 2009
232009
Existence of affine realizations for Lévy term structure models
S Tappe
Proceedings of the Royal Society A: Mathematical, Physical and Engineering …, 2012
202012
The Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations
S Tappe
Electronic Communications in Probability 18 (24), 1-13, 2013
192013
Exponential stock models driven by tempered stable processes
U Küchler, S Tappe
Journal of Econometrics 181 (1), 53-63, 2014
182014
Itô’s Formula for Banach-space-valued Jump Processes Driven by Poisson Random Measures
V Mandrekar, B Rüdiger, S Tappe
Seminar on Stochastic Analysis, Random Fields and Applications VII, 171-186, 2013
162013
Infinite dimensional affine processes
T Schmidt, S Tappe, W Yu
Stochastic Processes and their Applications 130 (12), 7131-7169, 2020
132020
Isomorphism for Spaces of Predictable Processes and an Extension of the Ito Integral
B Rüdiger, S Tappe
Stochastic Analysis and Applications 30 (3), 529-537, 2012
132012
Wong–Zakai approximations with convergence rate for stochastic partial differential equations
T Nakayama, S Tappe
Stochastic Analysis and Applications 36 (5), 832-857, 2018
122018
Einführung in die Wahrscheinlichkeitstheorie
S Tappe
Springer Spektrum, 2013
122013
Stochastic mortality models: an infinite-dimensional approach
S Tappe, S Weber
Finance and Stochastics 18 (1), 209-248, 2014
112014
Affine realizations with affine state processes for stochastic partial differential equations
S Tappe
Stochastic Processes and their Applications 126 (7), 2062-2091, 2016
102016
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