TU Vienna

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Description

Event name
TU Vienna
 
Event type
Event for scientific audience
 
Start date
12-01-1999
Location
Austria
Country
Austria
 
Event format Veranstaltungsformat
On Site

Publications Publikationen

Results 1-20 of 89 (Search time: 0.003 seconds).

PreviewAuthors / EditorsTitleTypeIssue Date
1Campi, Luciano A hedging theorem under transaction costsPräsentation Presentation2005
2Cetin, Umut An Alternative Proof of Fundamental Theorem of Asset Pricing with Proportional Transaction CostsPräsentation Presentation2004
3Bayer, Christian An elementary proof of Tchakaloff's TheoremPräsentation Presentation2005
4Teichmann, Josef Applications of Malliavin Calculus to Mathematical Finance IPräsentation Presentation2002
5Teichmann, Josef Applications of Malliavin Calculus to Mathematical Finance IIPräsentation Presentation2002
6Geiss, Stefan Approximation of stochastic integral, Kunita-Vatanabe projection and weighted BMOPräsentation Presentation1999
7Geiss, Stefan Approximation of stochastic integrals IIPräsentation Presentation1999
8Haböck, Ulrich Arbitrage-free Asset Pricing with Proportional Transaction Costs, a Paper of Zhang, Xu and DengPräsentation Presentation2002
9Alili, Larbi Asset prices lows in stochastic volatity modelsPräsentation Presentation1999
10Gaier, Johanna Asymptotic Ruin Probability and Optimal Investment for an Insurance Company with Small ClaimsPräsentation Presentation2001
11Teichmann, Josef Calculating the Greeks by Cubature formulas IPräsentation Presentation2004
12Teichmann, Josef Calculation of the Greeks by Cubature Formulas IIPräsentation Presentation2004
13Strasser, Eva Change of Numeraire Portfolio in Finacial ModelsPräsentation Presentation2001
14Teichmann, Josef Cubature on Wiener Space IPräsentation Presentation2002
15Teichmann, Josef Cubature on Wiener Space IIPräsentation Presentation2002
16Owen, Mark Designing and Estimating Models of High-Frequency Data IPräsentation Presentation1999
17Owen, Mark Designing and Estimating Models og High-Frequency Data IIPräsentation Presentation1999
18Klein, Irene ; Teichmann, Josef Do long forward rates never fall?Präsentation Presentation2001
19Gaier, Johanna ; Klein, Irene Dual formulation of the utility maximization problem under transaction costs (Deelstra et al.)Präsentation Presentation2000
20Alili, Larbi Example of loss of information for Brownian MotionPräsentation Presentation1999