Bachelier Finance Society — 12th World Congress, Rio de Janeiro, Brazil, July 8th - July 12th, 2024

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Bachelier Finance Society — 12th World Congress, Rio de Janeiro, Brazil, July 8th - July 12th, 2024
 

Publications Publikationen

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PreviewAuthor(s)TitleTypeIssue Date
1Rheinländer, Thorsten Deep Hedging in Illiquid MarketsInproceedings Konferenzbeitrag2024
2Schmock, Uwe Equivalent Conditions for the Stochastic Exponential to be a Uniformly Integrable MartingaleInproceedings Konferenzbeitrag2024
3Vonach, Karoline ; Schmock, Uwe On the Matrix-Valued Gamma Distribution in Multivariate Poisson Mixture ModelsInproceedings Konferenzbeitrag2024
4Wiedermann, Kristof A Small-time central limit theorems for stochastic Volterra integral equations and their implications on the Markov propertyInproceedings Konferenzbeitrag2024