Record link: 
http://hdl.handle.net/20.500.12708/41546
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Title: 
Continuous time martingale optimal transport and the local vol model
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Citation: 
Beiglböck, M., Backhoff, J., Huesmann, M., Källblad, S., & Trevisan, D. (2017). Continuous time martingale optimal transport and the local vol model. In P. Friz, A. Jacquier, & J. Teichmann (Eds.), Mathematics of Quantitative Finance (pp. 59–61). MFO Mathematisches Forschungsinstitut Oberwolfach. http://hdl.handle.net/20.500.12708/41546
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Publication Type: 
Inproceedings - Full-Paper Contribution
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Authors: 
Beiglböck, Mathias 
Backhoff, Julio 
Huesmann, Martin 
Källblad, Sigrid 
Trevisan, Dario 
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Organisational Unit: 
E105-07 - Forschungsbereich Mathematische Stochastik 
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Published in: 
Mathematics of Quantitative Finance 
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DOI of the book: 
10.4171/OWR/2017/13
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Date (published): 
2017
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Event name: 
Mathematisches Forschungsinstitut Oberwolfach 
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Event place: 
Austria
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Number of Pages: 
3
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Publisher: 
MFO Mathematisches Forschungsinstitut Oberwolfach, Oberwolfach, Deutschland
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Publisher: 
ETH, Zürich
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Keywords: 
General Earth and Planetary Sciences; General Environmental Science; Mathematics Subject Classification (2010): 91G10 91G20 91G60 91G80 60F10 60G22 34E05 60H07 60H15 60H10
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Abstract: 
The workshop on Mathematics of Quantitative Finance, organised at the Mathematisches Forschungsinstitut Oberwolfach from 26 February to 4 March 2017, focused on cutting edge areas of mathematical finance, with an emphasis on the applicability of the new techniques and models presented by the participants.
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Science Branch: 
Mathematik
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Appears in Collections:
Conference Paper

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