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Peter Bank (Berlin)
Nicole El Karoui (Paris)
Marco Frittelli (Florence)
Peter Imkeller (Berlin)
Monique Jeanblanc (Paris)
Yuri Kabanov (Besançon)
Terry Lyons (Oxford)
Bernt Oksendal (Oslo)
Thorsten Rheinlaender (Zürich)
Chris Rogers (Cambridge)
Walter Schachermayer (Vienna)
Josef Teichmann (Vienna)
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Hedging and Portfolio Optimization in Financial Marekts with a
Large Trader
Optimal Risk transfer and monetary risk measure
On super replication prices and preferences
Financial markets with insiders: additional utility, free lunches, and
Malliavin's calculus
Credit risk modeling
News from arbitrage theory
Stochastic analysis, numerical analysis, and high order methods for
the high
dimensional sub-Riemannian diffusion equations of finance
Optimal portfolio for an insider in a
market driven by Lévy processes
Arbitrage in illiquid financial markets
Duality in optimal investment/consumption problems
Optimal investment in incomplete financial markets
Hypoellipticity in infinite dimensions with an application to interest
rate theory
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