Today, December, 11 2023, Max Nendel gives a talk titled Convex Risk Measures Based on Optimal Transport as an invited speaker in the workshop Model Risk in Finance: Bridging Th...
The 18th BiGSEM Doctoral Workshop with sessions on different topics, a poster session and many discussions recently concluded. IMW members were part of the orga team and have pre...
Jodi Dianetti visits Christian-Albrechts-Universität zu Kiel
Today, 7th December 2023, Jodi Dianetti gives a talk in the seminar of Sören Christensen . He visits the stochastic department from the 7th to the 8th of December 2023.
The article Optimal Consumption for Recursive Preferences with Local Substitution – the Case of Certainty of Frank Riedel has been published in the Journal of Mathematical Econo...