Center for Mathematical Economics

Giorgio Ferrari, Julian Hölzermann, Annika Kemper and Frank Riedel present at the Advanced Mathematical Methods for Finance (AMaMeF) conference, happening virtually from June 22 to June 25, 2021. The presentations by Julian Hölzermann and Annika Kemper on June 22 are titled "Term structure modeling under volatility uncertainty" and "The market price of risk for electricity swaps" respectively. The plenary talk "Frank Knight’s legacy: the economics of uncertainty and risk" will be held by Frank Riedel on June 23. On June 25, Giorgio Ferrari presents his project "Two-sided singular control of an inventory with unknown demand trend".
Further information about AMaMeF and its program can be found on https://events.math.unipd.it/AMAMEF2021/home.