FAM-Seminar

View Statistics Email Alert RSS Feed

Description

Event name
FAM-Seminar
 
Event type
Event for scientific audience
 
Start date
12-09-2006
Location
TU Vienna, Austria
Country
Austria
 
Event format Veranstaltungsformat
On Site

Publications Publikationen

Results 1-18 of 18 (Search time: 0.003 seconds).

PreviewAuthors / EditorsTitleTypeIssue Date
1Düring, Bertram An inverse problem in option pricing and kinetic models for wealth distributionPräsentation Presentation2007
2Okhrati, Ramin Defaultable claims under finite variation Lévy processesPräsentation Presentation2011
3Veluscek, Dejan Higher order weak approximation schemes for SDEsPräsentation Presentation2009
4Schachermayer, Walter In which Financial Markets do Mutual Fund Theorems hold true?Präsentation Presentation2007
5Porkert, Piet Multi-level Wiener-Hopf Monte-Carlo simulation for Lévy processesPräsentation Presentation2012
6Keller-Ressel, Martin Non-Parametric Calibration of the Barndorff-Nielsen-Shephard ModelPräsentation Presentation2006
7Warnung, Richard On the construction of an integrand hiding the drift of a Brownian motion with driftPräsentation Presentation2007
8Porkert, Piet On Weak Solutions to Stochastic Differential Equations in Finite and Infinite DimensionsPräsentation Presentation2011
9Ziehaus, Christina Optimal Consumption and Terminal WealthPräsentation Presentation2007
10Rasonyi, Miklos Optimal Investment under transaction costsPräsentation Presentation2006
11Maresch, Gabriel Optimality and Monotonicity in the Monge-Kantorovich Optimal Transportation ProblemPräsentation Presentation2007
12Hirz, Jonas Optimizing Investment Strategies under a General Approach to Cost-EfficiencyPräsentation Presentation2011
13Shmileva, Elena Small ball probabilities of some Lévy processes and their application to the Chung law of iterated logarithmPräsentation Presentation2007
14Warnung, Richard Stable Recurrences for Risk AggregationPräsentation Presentation2007
15Schmock, Uwe Stein's method for proving the central limit and the Berry-Esséen theoremPräsentation Presentation2006
16Gerhold, Stefan Transaction Costs made TractablePräsentation Presentation2011
17Keller-Ressel, Martin ; Steiner, Thomas Yield Curve Shapes and the Asymptotic Short Rate Distribution in Affine One-Factor ModelsPräsentation Presentation2007
18Steiner, Thomas ; Keller-Ressel, Martin Yield Curve Shapes and the Asymptotic Short Rate Distribution in Affine One-Factor ModelsPräsentation Presentation2007