BFS 2018 - 10th World Congress of the Bachelier Finance Society
Event name
BFS 2018 - 10th World Congress of the Bachelier Finance Society
Event type
Event for scientific audience
Start date
15-07-2018
End date
20-07-2018
Location
Trinity College, Dublin, Ireland
Country
Event format Veranstaltungsformat
On Site
Results 1-6 of 6 (Search time: 0.002 seconds).
| Preview | Authors / Editors | Title | Type | Issue Date | |
|---|---|---|---|---|---|
| 1 | Rheinländer, Thorsten | Brownian trading excursions | Präsentation Presentation | 2018 | |
| 2 | Gerhold, Stefan | Moment explosions in the rough Heston model | Präsentation Presentation | 2018 | |
| 3 | Schmock, Uwe | Normal Variance Mixture Distributions as Approximations of Poisson Mixture Sums | Präsentation Presentation | 2018 | |
| 4 | Yang, Junjian | On L^1 solutions of BSDEs | Präsentation Presentation | 2018 | |
| 5 | Yang, Junjian | Second-order backward SDE with random terminal time and applications | Präsentation Presentation | 2018 | |
| 6 | Eisenberg, Julia | Suboptimal Control of Dividends under Exponential Utility | Präsentation Presentation | 2018 |