VCMF 2025 – Vienna Congress on Mathematical Finance Abstracts

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	Author(s)	Title	Type	Issue Date
1	Altay, Sühan	Momentum vs mean reversion: partial information approach to optimal investment strategies	Inproceedings Konferenzbeitrag	10-Jul-2025
2	Colpo, Fabio ; Eisenberg, Julia	Optimal control for an Ornstein-Uhlenbeck surplus	Inproceedings Konferenzbeitrag	10-Jul-2025
3	Wiedermann, Kristof ; Gerhold, Stefan ; Friesen, Martin	Small-time central limit theorems for stochastic Volterra integral equations and an application towards volatility derivatives	Inproceedings Konferenzbeitrag	11-Jul-2025