VCMF2016 Vienna Congress on Mathematical Finance
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
Results 1-5 of 5 (Search time: 0.001 seconds).
| Preview | Authors / Editors | Title | Type | Issue Date | |
|---|---|---|---|---|---|
| 1 | Zalashko, Anastasiia ; Backhoff, Julio ; Beiglböck, Mathias | Causal transport in discrete time and applications | Präsentation Presentation | 2016 | |
| 2 | Backhoff, Julio ; Beiglböck, Mathias ; Cox, Alexander M.G. ; Huesmann, Martin | Root and Rost embeddings, their symmetry, and the robust superhedging of variance options | Präsentation Presentation | 2016 | |
| 3 | Altay, Sühan | Stein-Chen approximation and error bounds for the sum of path-dependent indicators of stochastic processes | Präsentation Presentation | 2016 | |
| 4 | Altay, Sühan | Term structure of defaultable bonds, an approach with Jacobi processes | Präsentation Presentation | 2016 | |
| 5 | Blümmel, Tilmann | Understanding the structure of no arbitrage | Präsentation Presentation | 2016 |