Workshop in Wahrscheinlichkeitstheorie, Statistik und Finanzmathematik

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Description

Event name
Workshop in Wahrscheinlichkeitstheorie, Statistik und Finanzmathematik
 
Event type
Event for scientific audience
 
Start date
20-04-2017
End date
22-04-2017
 
Location
TU Dresden, Germany
Country
Europe
 
Event format Veranstaltungsformat
On Site

Publications Publikationen

Results 1-9 of 9 (Search time: 0.005 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Källblad, Sigrid A dynamic programming principle for distribution-constrained optimal stoppingPräsentation Presentation2017
2Altay, Sühan "A Joint Term Structure Model for Credit and Interest Rate Risk with Flexible Correlation StructurPräsentation Presentation2017
3Elgert, Christiane Adapted Dependence by Optimal StoppingPräsentation Presentation2017
4Gerhold, Stefan Consistency of option prices under bid-ask spreadsPräsentation Presentation2017
5Backhoff, Julio Existence of extremal diffusions matching a continuum of marginals and applicationsPräsentation Presentation2017
6Schmock, Uwe On the Weak Convergence of Poisson-Mixture Sums via Stein's MethodPräsentation Presentation2017
7Krühner, Paul Suboptimal Stochastic Control and ApplicationPräsentation Presentation2017
8Eder, Manuel The Geometry of Constrained Optimal Stopping TimesPräsentation Presentation2017
9Beiglböck, Mathias The Geometry of Model UncertaintyPräsentation Presentation2017