Donnerstag, 20. September 2001 | |
14.00-14.50 | Mete Soner, Koc University, Istanbul |
Super-replication in finance and geometric flows | |
15.00-15.50 | Dmitry Kramkov, Carnegie Mellon University |
On the problem of optimal investment with random endowment in incomplete markets | |
16.10-17.00 | Damir Filipovic, ETH Zürich |
Affine Processes and their Applications in Finance |