Stefan Tappe

Publication Activity (10 Years)

Years Active: 2008-2019
Publications (10 Years): 1

Top Topics

Faster Convergence Rate

Ambrosio Tortorelli

Partial Differential Equations

Top Venues

Finance Stochastics

Publications

Toshiyuki Nakayama, Stefan Tappe
Wong-Zakai approximations with convergence rate for stochastic partial differential equations. CoRR (2019)
Stefan Tappe, Stefan Weber
Stochastic mortality models: an infinite-dimensional approach. Finance Stochastics 18 (1) (2014)
Damir Filipovic, Stefan Tappe, Josef Teichmann
Term Structure Models Driven by Wiener Processes and Poisson Measures: Existence and Positivity. SIAM J. Financial Math. 1 (1) (2010)
Damir Filipovic, Stefan Tappe
Existence of Lévy term structure models. Finance Stochastics 12 (1) (2008)