BFS 2016 - 9th World Congress of the Bachelier Finance Society

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Description

Event name
BFS 2016 - 9th World Congress of the Bachelier Finance Society
 
Event type
Event for scientific audience
 
Start date
17-07-2016
End date
19-07-2016
 
Location
New York, U.S.A.
Country
 
Event format Veranstaltungsformat
On Site

Publications Publikationen

Treffer 1-10 von 10 (Suchzeit: 0.001 Sekunden).

VorschauAutor_in(nen)TitelDokumenttypErscheinungs­datum
1Hubalek, Friedrich A binomial order book model and its Brownian limitPräsentation Presentation2016
2Rheinländer, Thorsten Brownian trading excursionsPräsentation Presentation2016
3Hirz, Jonas Conditional distortion risk measures with applications to consistency and capital allocationPräsentation Presentation2016
4Gülüm, Ismail Cetin Consistency of Option Prices under Bid-Ask SpreadsPräsentation Presentation2016
5Källblad, Sigrid Model-Independent bounds for asian options: A dynamic programming approachKonferenzbeitrag Inproceedings2016
6Altay, Sühan On the applications of term structure models with multivariate Jacobi processesPräsentation Presentation2016
7Eisenberg, Julia Optimal Dividends and Consumption under OU Process as a discount ratePräsentation Presentation2016
8Gerhold, Stefan Option Pricing in the Moderate Deviations RegimePräsentation Presentation2016
9Krühner, Paul SPDE for the Brownian order book modelPräsentation Presentation2016
10Schmock, Uwe Term structure of defaultable bonds, an approach with Jacobi processesPräsentation Presentation2016