VCMF2016 Vienna Congress on Mathematical Finance

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Description

Event name
VCMF2016 Vienna Congress on Mathematical Finance
 
Event type
Event for scientific audience
 
Start date
12-09-2016
End date
14-09-2016
 
Location
Wien
Country
Austria
 
Event format Veranstaltungsformat
On Site

Publications Publikationen

Results 1-5 of 5 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Zalashko, Anastasiia ; Backhoff, Julio ; Beiglböck, Mathias Causal transport in discrete time and applicationsPräsentation Presentation2016
2Backhoff, Julio ; Beiglböck, Mathias ; Cox, Alexander M.G. ; Huesmann, Martin Root and Rost embeddings, their symmetry, and the robust superhedging of variance optionsPräsentation Presentation2016
3Altay, Sühan Stein-Chen approximation and error bounds for the sum of path-dependent indicators of stochastic processesPräsentation Presentation2016
4Altay, Sühan Term structure of defaultable bonds, an approach with Jacobi processesPräsentation Presentation2016
5Blümmel, Tilmann Understanding the structure of no arbitragePräsentation Presentation2016