Center for Mathematical Economics
Giorgio Ferrari, Torben Koch, Maren Schmeck and Jan-Henrik Steg present at the XIX Workshop on Quantitative Finance – QFW2018 (January 24-26)
Veröffentlicht am 22. Januar 2018
Four members of the IMW are presenting at the XIX Workshop on Quantitative Finance – QFW2018 in Rome, January 24-26, 2018:
Giorgio Ferrari is presenting the paper on Singular Stochastic Control Problems for Reflected Diffusions and Applications. Torben Koch is presenting the paper On a Strategic Model of Pollution Control,
Jan-Henrik Steg is presenting the paper on Preemptive Investment under Uncertainty
and Maren Schmeck is presenting the paper on The seasonality in the Implied Accumulated Volatility of Electricity Options.
New paper in Finance and Stochastics!
Veröffentlicht am 22. Januar 2018
The IMW Working Paper Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading Under Volatility Uncertainty by Patrick Beißner and Frank Riedel has been accepted for publication in Finance and Stochastics.