Josef Teichmann
Author
Alternate names Josef Teichmann, J. Teichmann
Institution ETH Zurich
Past institutions ETH Zurich, Swiss Finance Institute, École Polytechnique Fédérale de Lausanne, Board of the Swiss Federal Institutes of Technology, University of Vienna +5 more
ORCID: Yes
H-index: 26
I10-index: 54
Works count: 265
Citations count: 2,606
Deep hedging
2019 · Hans Buehler, Lukas Gonon, et al. · Quantitative Finance
Affine processes on positive semidefinite matrices
2011 · Christa Cuchiero, Damir Filipović, et al. · The Annals of Applied Probability
Polynomial processes and their applications to mathematical finance
2012 · Christa Cuchiero, Martin Keller‐Ressel, et al. · Finance and Stochastics