Vienna Seminar in Mathematical Finance and Probability

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Description

Event name
Vienna Seminar in Mathematical Finance and Probability
 
Event type
Event for scientific audience
 
Start date
10-12-2015
Location
University of Vienna, Austria
Country
Austria
 
Solo Exhibition
Solo Exhibition
Event format Veranstaltungsformat
On Site

Publications Publikationen

Results 1-10 of 10 (Search time: 0.002 seconds).

PreviewAuthors / EditorsTitleTypeIssue Date
1Hubalek, Friedrich A binomial order book model and its Brownian limitPräsentation Presentation2016
2Gülüm, Ismail Cetin A Variant of Strassen's TheoremPräsentation Presentation2015
3Gerhold, Stefan Asymptotic pricing of VIX options under rough volatilityPräsentation Presentation2021
4Hubalek, Friedrich Comparing binomial and Gaussian tails with an application to utility maximizationPräsentation Presentation2021
5Arandjelovic, Aleksandar Deep hedging in continuous timePräsentation Presentation2021
6Eisenberg, Julia Dividend maximisation with negative and positive preference rates: a behaviouristic interpretationPräsentation Presentation2021
7Klein, Maike Optimal Stopping Problems with Expectation ConstraintsPräsentation Presentation2019
8Bauer, Benedikt Self-similar Gaussian Markov processesPräsentation Presentation2021
9Blümmel, Tilmann Understanding the structure of No ArbitragePräsentation Presentation2016
10Porkert, Piet Upper bounds for the Wasserstein and Kolmogorov distances between random sums and their weak limits via Stein's methodPräsentation Presentation2017