susannekloeppel.de

Susanne Klöppel

S Klöppel, R. Reda, W. Schachermayer 2009. A rotationally invariant technique for rare event simulation ps. Risk Magazine, Vol. 22, No. 10. S Klöppel and M. Schweizer 2008. Dynamic Utility-Based Good Deal Bounds pdf. Statistics and Decisions 25. M Jeanblanc, S. Klöppel and Y.Miyahara 2007. Minimal f q-Martingale Measures for Exponential Lévy Processes pdf. Annals of Applied Probability 17. Dynamic Valuations in Incomplete Markets ps. Diss ETH No. 16666. Last update 9.12.2009.
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FAM TU Vienna Financial and Actuarial Mathematics

At Vienna University of Technology. Welcome to the Research Unit of Financial and Actuarial Mathematics. Stochastic mathematical finance is a very active field of research which is developed in academia as well as by practitioners in banks and insurance companies. For the management of financial risk and the pricing and hedging of derivatives, e. options, the use of advanced stochastic methods became an indispensable tool in recent years. Our group organises a regul.

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Susanne Klöppel

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S Klöppel, R. Reda, W. Schachermayer 2009. A rotationally invariant technique for rare event simulation ps. Risk Magazine, Vol. 22, No. 10. S Klöppel and M. Schweizer 2008. Dynamic Utility-Based Good Deal Bounds pdf. Statistics and Decisions 25. M Jeanblanc, S. Klöppel and Y.Miyahara 2007. Minimal f q-Martingale Measures for Exponential Lévy Processes pdf. Annals of Applied Probability 17. Dynamic Valuations in Incomplete Markets ps. Diss ETH No. 16666. Last update 9.12.2009.

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This web page has the following in the web page, "A rotationally invariant technique for rare event simulation ps." We saw that the web site also stated " Dynamic Utility-Based Good Deal Bounds pdf." It also said " Minimal f q-Martingale Measures for Exponential Lévy Processes pdf. Annals of Applied Probability 17. Dynamic Valuations in Incomplete Markets ps."

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