VCMF 2025 – Vienna Congress on Mathematical Finance

Event name
VCMF 2025 – Vienna Congress on Mathematical Finance
 
Event type
Event for scientific audience
 
Start date
09-07-2025
End date
11-07-2025
 
Location
Wien
Country
Austria
 
Event format Veranstaltungsformat
On Site

Publications Publikationen

Results 1-3 of 3 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Altay, Sühan Momentum vs mean reversion: partial information approach to optimal investment strategiesInproceedings Konferenzbeitrag2025
2Colpo, Fabio Optimal control for an Ornstein-Uhlenbeck surplusInproceedings Konferenzbeitrag2025
3Wiedermann, Kristof Small-time central limit theorems for stochastic Volterra integral equations and an application towards volatility derivativesInproceedings Konferenzbeitrag2025