Contributions to Proceedings:
M. Beiglböck, J. Backhoff, M. Huesmann, S. Källblad, D. Trevisan:
"Continuous time martingale optimal transport and the local vol model";
in: "Mathematics of Quantitative Finance, Report No. 13/2017",
Report No. 13;
issued by: Mathematisches Forschungsinstitut Oberwolfach;
MFO Mathematisches Forschungsinstitut Oberwolfach,
Oberwolfach, Deutschland,
2017,
Report No. 13,
59
- 61.
English 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.
Keywords:
Mathematics Subject Classification (2010): 91G10 91G20 91G60 91G80 60F10 60G22 34E05 60H07 60H15 60H10
"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
http://dx.doi.org/10.4171/OWR/2017/13
Created from the Publication Database of the Vienna University of Technology.