Special Semester on Stochastics with Emphasis on Finance

Event name

Event type

Event for scientific audience

Start date

04-09-2008

Location

(RICAM) Austrian Academy of Sciences (ÖAW) , Linz

Country

Austria

Solo Exhibition

Event format Veranstaltungsformat

On Site

Results 1-11 of 11 (Search time: 0.003 seconds).

	Authors / Editors	Title	Type	Issue Date
1	Papapantoleon, Antonis	A new approach to LIBOR modeling - application of affine processes	Präsentation Presentation	2008
2	Cuchiero, Christa	A new class of analytically tractable processes with applications to option pricing	Präsentation Presentation	2008
3	Schmock, Uwe	Generalization of the Dybvig-Ingersoll-Ross Theorem and Asymptotic Minimality	Präsentation Presentation	2008
4	Deistler, Manfred	Generalized Linear Dynamic Factor Models - A structure Theory	Präsentation Presentation	2008
5	Goldammer, Verena	Modeling and Estimation of Dependent Credit Rating Transitions	Präsentation Presentation	2008
6	Keller-Ressel, Martin	Moment explosions and long-term properties of affine stochastic volatility models	Präsentation Presentation	2008
7	Teichmann, Josef	Numerical methods for SPDEs with applications to the HJM equation	Präsentation Presentation	2008
8	Hubalek, Friedrich	On trades, volume, and the martingale estimating function approach for stochastic volatility models with jumps	Präsentation Presentation	2008
9	Schachermayer, Walter	Pricing and Hedging under transaction costs	Präsentation Presentation	2008
10	Leitner, Johannes	Robust Martingale Representations for Marked Point Processes	Präsentation Presentation	2008
11	Deistler, Manfred	System Identification - A Survey	Präsentation Presentation	2008