Mid-Term Conference on Advanced Mathematical Methods for Finance
Event name
Mid-Term Conference on Advanced Mathematical Methods for Finance
Event type
Event for scientific audience
Start date
18-09-2007
End date
20-09-2007
Location
TU Wien, Austria
Country
Austria
Event format Veranstaltungsformat
On Site
Results 1-6 of 6 (Search time: 0.002 seconds).
| Preview | Authors / Editors | Title | Type | Issue Date | |
|---|---|---|---|---|---|
| 1 | Bayer, Christian | Cubature on Wiener Space for Infinite Dimensional Problems | Präsentation Presentation | 2007 | |
| 2 | Temnov, Gregory | Fourier Transform as an Efficient Methodology for Loss Aggregation | Präsentation Presentation | 2007 | |
| 3 | Papapantoleon, Antonis | On the Duality Principle in Option Pricing: Semimartingales and Lévy Processes | Präsentation Presentation | 2007 | |
| 4 | Acciaio, Beatrice | Optimal Risk Allocation when Agents have Different Reference Probability Measures | Präsentation Presentation | 2007 | |
| 5 | Maresch, Gabriel | Optimality and Monotonicity in the Monge-Kantorovich Optimal Transportation Problem | Präsentation Presentation | 2007 | |
| 6 | Steiner, Thomas | Yield Curve Shapes in Affine One-Factor Models | Präsentation Presentation | 2007 |