Skorokhod embeddings, Martingale Optimal Transport and their applications

Event name
Skorokhod embeddings, Martingale Optimal Transport and their applications
 
Event type
Event for scientific audience
 
Start date
14-03-2016
End date
16-03-2016
 
Location
University of Oxford, UK
Country
 
Solo Exhibition
Solo Exhibition
Event format Veranstaltungsformat
On Site

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Author:  Källblad, Sigrid

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PreviewAuthor(s)TitleTypeIssue Date
1Källblad, Sigrid Model-independent bounds for Asian options: a dynamic programming approachPräsentation Presentation2016