FAM -Seminar

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Description

Event name
FAM -Seminar
 
Event type
Event for scientific audience
 
Start date
16-01-2003
Location
TU Vienna, Austria
Country
Austria
 
Solo Exhibition
Solo Exhibition
Event format Veranstaltungsformat
On Site

Publications Publikationen

Results 1-20 of 39 (Search time: 0.002 seconds).

PreviewAuthors / EditorsTitleTypeIssue Date
1Grafenstein, Lutz von A Model for Electricity Futures PricesPräsentation Presentation2003
2Verschuere, Michel A regime switching model for power optionsPräsentation Presentation2003
3Kuehn, Christian A Tour Through Stochastic Multiscale Dynamics via a Model ProblemPräsentation Presentation2013
4Cetin, Umut A Very Simple Model for Liquidity RiskPräsentation Presentation2004
5Leitner, Johannes Balayage monotonous risk measuresPräsentation Presentation2003
6Teichmann, Josef Calculation of Greeks with jumpsPräsentation Presentation2005
7Teichmann, Josef Cubature on Wiener Space from the point of view of central limit theoremsPräsentation Presentation2004
8Kainhofer, Reinhold F. Entwicklung sublinearer Dividendenmodelle und deren numerische BehandlungPräsentation Presentation2003
9Grafenstein, Lutz von Feynman integral and related topicsPräsentation Presentation2003
10Filipovic, Damir Finite-dimensional realizations of stochastic differential equationsPräsentation Presentation2000
11Verschuere, Michel Futures Hedging in Power Markets: Evidence from the European Energy Exchange (EEX)Präsentation Presentation2003
12Teichmann, Josef Generalising the Hobson-Rodgers modelPräsentation Presentation2004
13Teichmann, Josef Generic evolutions of the term structure of interest ratesPräsentation Presentation2003
14Bayer, Christian Harmonic analysis of stochastic equations and backward stochastic differential equationsPräsentation Presentation2008
15Grigoriev, Pavel No Arbitrage and Equivalent Martingale Measures in Illiquid MarketsPräsentation Presentation2005
16Teichmann, Josef Non-affine Term Structure ModelsPräsentation Presentation2003
17Grigoriev, Pavel On low dimensional Case in the Fundamental Asset Pricing Theorem with Transaction CostsPräsentation Presentation2004
18Gerhold, Stefan On Refined Volatility Smile Expansion In The Heston ModelPräsentation Presentation2010
19Baudoin, Fabrice On the Markov property of radial motions on a Riemannian manifoldPräsentation Presentation2003
20Grandits, Peter Optimal Expected Exponential Utility of Dividend Payments in a Brownian Risk ModelPräsentation Presentation2005