Browsing All of EconStor by Author Teichmann, Josef

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Year of Publication	Title	Author(s)
2016	Consistent re-calibration of the discrete-time multifactor Vasicek model	Harms, Philipp; Stefanovits, David; Teichmann, Josef; Wüthrich, Mario V.
2020	A generative adversarial network approach to calibration of local stochastic volatility models	Cuchiero, Christa; Khosrawi, Wahid; Teichmann, Josef
2021	Deep hedging under rough volatility	Horvath, Blanka Nora; Teichmann, Josef; Žuric̆, Žan

Showing results 1 to 3 of 3