Oberwolfach Workshop "Mathematics of Quantitative Finance"
Event name
Oberwolfach Workshop "Mathematics of Quantitative Finance"
Event type
Event for scientific audience
Start date
26-02-2017
End date
04-03-2017
Location
Oberwolfach, Deutschland
Country
Solo Exhibition
Solo Exhibition
Event format Veranstaltungsformat
On Site
Results 1-3 of 3 (Search time: 0.001 seconds).
Preview | Authors / Editors | Title | Type | Issue Date | |
---|---|---|---|---|---|
1 | Gerhold, Stefan | Consistency of option prices under bid-ask spreads | Präsentation Presentation | 2017 | |
2 | Beiglböck, Mathias | Continuous time martingale transport and the local volatility model | Präsentation Presentation | 2017 | |
3 | Krühner, Paul | Density inequalities and applications | Präsentation Presentation | 2017 |