Bilateral gamma distributions and processes in financial mathematics U Küchler, S Tappe Stochastic Processes and their Applications 118 (2), 261-283, 2008 | 179 | 2008 |
Tempered stable distributions and processes U Küchler, S Tappe Stochastic Processes and their Applications 123 (12), 4256-4293, 2013 | 115 | 2013 |
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 | 88 | 2010 |
Existence of Lévy term structure models D Filipović, S Tappe Finance and Stochastics 12 (1), 83-115, 2008 | 77 | 2008 |
Jump-diffusions in Hilbert spaces: existence, stability and numerics D Filipović, S Tappe, J Teichmann Stochastics: An International Journal of Probability and Stochastics …, 2010 | 73 | 2010 |
On the shapes of bilateral Gamma densities U Küchler, S Tappe Statistics & Probability Letters 78 (15), 2478-2484, 2008 | 50 | 2008 |
Invariant manifolds with boundary for jump-diffusions D Filipović, S Tappe, J Teichmann Electronic Journal of Probability 19, 2014 | 30 | 2014 |
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 | 28 | 2010 |
Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures S Tappe International Journal of Stochastic Analysis 2012, 2012 | 24 | 2012 |
Option pricing in bilateral Gamma stock models U Kuchler, S Tappe arXiv. org Papers, 2019 | 21* | 2019 |
Option pricing in bilateral Gamma stock models U Küchler, S Tappe Statistics & Decisions International mathematical journal for stochastic …, 2009 | 21 | 2009 |
The Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations S Tappe Electronic Communications in Probability 18, 2013 | 18 | 2013 |
Existence of affine realizations for Lévy term structure models S Tappe Proceedings of the Royal Society A: Mathematical, Physical and Engineering …, 2012 | 17 | 2012 |
Exponential stock models driven by tempered stable processes U Küchler, S Tappe Journal of Econometrics 181 (1), 53-63, 2014 | 16 | 2014 |
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 | 16 | 2013 |
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 | 13 | 2012 |
Einführung in die Wahrscheinlichkeitstheorie S Tappe Springer Spektrum, 2013 | 12 | 2013 |
Infinite dimensional affine processes T Schmidt, S Tappe, W Yu Stochastic Processes and their Applications 130 (12), 7131-7169, 2020 | 11 | 2020 |
Wong–Zakai approximations with convergence rate for stochastic partial differential equations T Nakayama, S Tappe Stochastic Analysis and Applications 36 (5), 832-857, 2018 | 11 | 2018 |
Affine realizations with affine state processes for stochastic partial differential equations S Tappe Stochastic Processes and their Applications 126 (7), 2062-2091, 2016 | 10 | 2016 |