Giorgio Ferrari, Torben Koch, Maren Schmeck and Jan-Henrik Steg present at the XIX Workshop on Quantitative Finance – QFW2018 (January 24-26)
Veröffentlicht am 22. Januar 2018, 12:47 Uhr
Four members of the IMW are presenting at the XIX Workshop on Quantitative Finance – QFW2018 in Rome, January 24-26, 2018:
Giorgio Ferrari is presenting the paper on Singular Stochastic Control Problems for Reflected Diffusions and Applications. Torben Koch is presenting the paper On a Strategic Model of Pollution Control,
Jan-Henrik Steg is presenting the paper on Preemptive Investment under Uncertainty
and Maren Schmeck is presenting the paper on The seasonality in the Implied Accumulated Volatility of Electricity Options.
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