Talks and Poster Presentations (without Proceedings-Entry):
M. Rasonyi:
"The fundamental theorem of asset pricing for continuous processes under small transaction costs";
Talk: Conference on Further Developments in Quantitative Finance,
International Centre for Mathematical Sciences, Edinburgh, UK (invited);
2007-07-12.
Related Projects:
Project Head Walter Schachermayer:
Finanzmarktmodelle unter Transaktionskosten (Dualitätstheorie, Bewertung und Absicherung für Finanzmarktmodelle unter Transaktionskosten: Semimartingale und darüber hinaus)
Project Head Uwe Schmock:
Mathematik und Kreditrisiken
Created from the Publication Database of the Vienna University of Technology.