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.

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)

Created from the Publication Database of the Vienna University of Technology.