DC Field
Value
Language
dc.contributor.author
Beiglböck, Mathias
-
dc.contributor.author
Backhoff, Julio
-
dc.contributor.author
Huesmann, Martin
-
dc.contributor.author
Källblad, Sigrid
-
dc.contributor.author
Trevisan, Dario
-
dc.contributor.editor
Friz, Peter
-
dc.contributor.editor
Jacquier, Antoine
-
dc.contributor.editor
Teichmann, Josef
-
dc.date.accessioned
2022-08-02T11:05:50Z
-
dc.date.available
2022-08-02T11:05:50Z
-
dc.date.issued
2017
-
dc.identifier.citation
<div class="csl-bib-body"> <div class="csl-entry">Beiglböck, M., Backhoff, J., Huesmann, M., Källblad, S., &#38; Trevisan, D. (2017). Continuous time martingale optimal transport and the local vol model. In P. Friz, A. Jacquier, &#38; J. Teichmann (Eds.), <i>Mathematics of Quantitative Finance</i> (pp. 59–61). MFO Mathematisches Forschungsinstitut Oberwolfach. http://hdl.handle.net/20.500.12708/41546</div> </div>
-
dc.identifier.uri
http://hdl.handle.net/20.500.12708/41546
-
dc.description.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.
en
dc.publisher
MFO Mathematisches Forschungsinstitut Oberwolfach
-
dc.relation.ispartofseries
Oberwolfach Reports
-
dc.subject
General Earth and Planetary Sciences
-
dc.subject
General Environmental Science
-
dc.subject
Mathematics Subject Classification (2010): 91G10 91G20 91G60 91G80 60F10 60G22 34E05 60H07 60H15 60H10
-
dc.title
Continuous time martingale optimal transport and the local vol model
-
dc.type
Konferenzbeitrag
de
dc.type
Inproceedings
en
dc.relation.publication
Mathematics of Quantitative Finance
-
dc.contributor.editoraffiliation
ETH Zurich, Switzerland
-
dc.relation.doi
10.4171/OWR/2017/13
-
dc.relation.issn
1660-8933
-
dc.description.startpage
59
-
dc.description.endpage
61
-
dc.type.category
Full-Paper Contribution
-
dc.publisher.place
Oberwolfach, Deutschland
-
tuw.booktitle
Mathematics of Quantitative Finance
-
tuw.book.ispartofseries
Oberwolfach Reports
-
tuw.relation.publisher
ETH
-
tuw.relation.publisherplace
Zürich
-
tuw.publication.orgunit
E105-07 - Forschungsbereich Mathematische Stochastik
-
dc.description.numberOfPages
3
-
tuw.editor.orcid
0000-0003-0125-7484
-
tuw.event.name
Mathematisches Forschungsinstitut Oberwolfach
-
tuw.event.online
On Site
-
tuw.event.type
Event for scientific audience
-
tuw.event.country
AT
-
wb.sciencebranch
Mathematik
-
wb.sciencebranch.oefos
1010
-
wb.facultyfocus
Wirtschaftsmathematik und Stochastik
de
wb.facultyfocus
Mathematical Methods in Economics and Stochastics
en
wb.facultyfocus.faculty
E100
-
item.fulltext
no Fulltext
-
item.openairetype
conference paper
-
item.grantfulltext
none
-
item.openairecristype
http://purl.org/coar/resource_type/c_5794
-
item.cerifentitytype
Publications
-
crisitem.author.dept
E105 - Institut für Stochastik und Wirtschaftsmathematik
-
crisitem.author.dept
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
-
crisitem.author.dept
E105 - Institut für Stochastik und Wirtschaftsmathematik
-
crisitem.author.dept
E105 - Institut für Stochastik und Wirtschaftsmathematik
-
crisitem.author.parentorg
E100 - Fakultät für Mathematik und Geoinformation
-
crisitem.author.parentorg
E105 - Institut für Stochastik und Wirtschaftsmathematik
-
crisitem.author.parentorg
E100 - Fakultät für Mathematik und Geoinformation
-
crisitem.author.parentorg
E100 - Fakultät für Mathematik und Geoinformation
-
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