© Universität Bielefeld
Center for Mathematical Economics
Published on
22. Januar 2018
Category
Forschung
Giorgio Ferrari, Torben Koch, Maren Schmeck and Jan-Henrik Steg present at the XIX Workshop on Quantitative Finance – QFW2018 (January 24-26)
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.