Talks and Poster Presentations (without Proceedings-Entry):
F. Hubalek:
"On the Esscher transforms, minimum entropy, and other equivalent martingale measures: From exponential Levy models to a stochastic volatility models with jumps";
Talk: University of Jyvaeskylae,
Jyvaeskylaer, Finland (invited);
2008-12-18.
Related Projects:
Project Head Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)
Created from the Publication Database of the Vienna University of Technology.