Oberwolfach Workshop: Stochastic Analysis in Finance and Insurance
Event name
Oberwolfach Workshop: Stochastic Analysis in Finance and Insurance
Event type
Event for scientific audience
Start date
06-03-2003
Location
Oberwolfach, Germany
Country
Austria
Solo Exhibition
Solo Exhibition
Event format Veranstaltungsformat
On Site
Results 1-3 of 3 (Search time: 0.001 seconds).
| Preview | Authors / Editors | Title | Type | Issue Date | |
|---|---|---|---|---|---|
| 1 | Teichmann, Josef | How to calculate moments for affine models in a very easy way? | Präsentation Presentation | 2008 | |
| 2 | Schachermayer, Walter | The only time-consistent law-invariant dynamic convex risk measure is the entropic one? | Präsentation Presentation | 2008 | |
| 3 | Schachermayer, Walter | Utility Maximisation under Transaction Costs | Präsentation Presentation | 2003 |