Differential Equation Models in Science and Engineering

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Primary Data

Project Acronym Projekt Kurzbezeichnung
Differential Equations
 
Project Title (de) Projekttitel (de)
Differential Equation Models in Science and Engineering
 
Project Title (en) Projekttitel (en)
Differential Equation Models in Science and Engineering
 
Consortium Coordinator Koordinator des Konsortiums
 
Principal Investigator Projektleiter_in
 

Grants

Funder/Funding Agency Fördergeber
Fonds zur Förderung der wissenschaftlichen Forschung (FWF)
Grant number Förderkennnummer
W00800
 

Publications

Results 1-15 of 15 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Karlsson, Sara Modeling of the volatility surface using HestonPräsentation Presentation2009
2Karlsson, Sara Local Volatility Models - and parameterization of the local volatilityPräsentation Presentation2009
3Ziehaus, Christina Optimal Risk Sharing for Quasi Convex Risk MeasuresPräsentation Presentation2009
4Karlsson, Sara Local volatility modeling using the parametric approachPräsentation Presentation2009
5Karlsson, Sara Parametric Local Volatility ModelsPräsentation Presentation2009
6Karlsson, Sara The inverse problem of calibrating the Local VolatilityPräsentation Presentation2009
7Ziehaus, Christina The Critical Rate of Consumption in an Ornstein-Uhlenbeck MarketPräsentation Presentation2009
8Ziehaus, Christina The Stop-Loss Start-Gain StrategyPräsentation Presentation2009
9Karlsson, Sara Translating market information - the Lévy measure code bookPräsentation Presentation2009
10Ziehaus, Christina Optimal Consumption and Investment in an Ornstein-Uhlenbeck Market (Part II)Präsentation Presentation2009
11Ziehaus, Christina Optimal Consumption and Investment in an Ornstein-Uhlenbeck Market (Part I)Präsentation Presentation2009
12Meyer, Georg ; Kluwick, Alfred Shockregularisation in dense gases by viscous inviscid interactionKonferenzbeitrag Inproceedings 2008
13Kluwick, Alfred ; Meyer, Georg Transonic Viscous Inviscid Interactions of Dense Gases in Narrow ChannelsKonferenzbeitrag Inproceedings 2008
14Ziehaus, Christina Optimal Consumption and Terminal WealthPräsentation Presentation2007
15Meyer, Georg ; Kluwick, Alfred Transonic Viscous Inviscid Interactions in Narrow ChannelsKonferenzbeitrag Inproceedings2007