World Congress of the Bachelier Finance Society

Event name

Event type

Event for scientific audience

Start date

17-08-2006

Location

Tokyo, Japan

Country

Event format Veranstaltungsformat

On Site

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	Author(s)	Title	Type	Issue Date
1	Slinko, Irina	Correlation Between Intensity and Recovery in Credit Risk Models	Präsentation Presentation	2006
2	Rasonyi, Miklos	Hiding the drift	Präsentation Presentation	2008
3	Goldammer, Verena	Modeling and Estimation of Dependent Credit Rating Transitions	Präsentation Presentation	2010
4	Keller-Ressel, Martin	Moment explosions and long-term behavior of affine stochastic volatilty models	Präsentation Presentation	2008
5	Cuchiero, Christa	New analytically tractable processes with applications to pricing and hedging	Präsentation Presentation	2008
6	Papapantoleon, Antonis	Numerical solutions of SDEs and application to the Lévy LIBOR model	Präsentation Presentation	2008
7	Gerhold, Stefan	On Refined Volatility Smile Expansion In The Heston Model	Präsentation Presentation	2010
8	Kupper, Michael	Optimal Capital and Risk Transfer for Group Diversification	Präsentation Presentation	2006