Forschungsbereich Wahrscheinlichkeitstheorie

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Organization Name (de) Name der Organisation (de)
E105-07 - Forschungsbereich Wahrscheinlichkeitstheorie
 
Country Land
Austria
 
Code Kennzahl
E105-07
 
Type of Organization Organisationstyp
Research Division
Parent OrgUnit Übergeordnete Organisation
 
Active Aktiv
 

OrgUnit's Publications


Results 121-140 of 456 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
121Källblad, Sigrid ; Obłój, Jan ; Zariphopoulou, Thaleia Dynamically consistent investment under model uncertainty: the robust forward criteriaArtikel Article 2018
122Acciaio, Beatrice ; Backhoff, Julio ; Carmona, René Extended Mean Field Control Problems: stochastic maximum principle and transport perspectivePreprint Preprint2018
123Beiglböck, Mathias Brenier-type results in Martingale Optimal TransportPräsentation Presentation2017
124Backhoff, Julio Existence of extremal diffusions matching a continuum of marginal and applicationsPräsentation Presentation2017
125Beiglböck, Mathias Brenier's Theorem, Martingale Optimal Transport and the Local Vol ModelPräsentation Presentation2017
126Fritz, Gerhard ; Hattinger, Gregor ; Felsenstein, Klaus Metall- und LVP-Analyse für Österreich - 2016Bericht Report2017
127Felsenstein, Klaus Optimierte Analyse von DurchschnittsgewichtenBericht Report2017
128Beiglböck, Mathias A Monotonicity Principle for the Distribution Constrained Optimal Stopping Problem / in Session: Model Risk & RobustnessPräsentation Presentation2017
129Backhoff, Julio Martingale Benamou-Brenier: a probabilistic perspectivePräsentation Presentation2017
130Källblad, Sigrid A dynamic programming principle for distribution-constrained optimal stoppingPräsentation Presentation2017
131Eder, Manuel The Geometry of Constrained Optimal Stopping TimesPräsentation Presentation2017
132Källblad, Sigrid A dynamic programming approach to model-independent pricing and some related problemsPräsentation Presentation2017
133Backhoff, Julio Existence of extremal diffusions matching a continuum of marginals and applicationsPräsentation Presentation2017
134Eder, Manuel Geometry of distribution-constrained optimal stopping problemsPräsentation Presentation2017
135Källblad, Sigrid A dynamic programming principle for distribution-constrained optimal stoppingPräsentation Presentation2017
136Beiglböck, Mathias Cyclical-monotonicity and its offspringPräsentation Presentation2017
137Backhoff, Julio Martingale Benamou-Brenier: a probabilistic perspective (I)Präsentation Presentation2017
138Beiglböck, Mathias Martingale Benamou-Brenier: a probabilistic perspective (II)Präsentation Presentation2017
139Källblad, Sigrid Measure-valued martingales and optimality of Bass-type solutions to the Skorokhod embedding problemPräsentation Presentation2017
140Källblad, Sigrid A dynamic programming principle for distribution-constrained optimal stoppingPräsentation Presentation 2017