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9th German Open Conference on Probability and Statistics

Overview Session Overview Sessionprint print
Finance, Insurance, Risk: Modeling
1 Numerical Pricing of Energy Options using Hilbert Space valued Partial Differential Equations
Peter Hepperger 1
1 TU Muenchen, , Garching

2 CONDITIONAL LAW OF RISK PROCESSES GIVEN THAT RUIN OCCURS
Hanspeter Schmidli 1
1 University of Cologne, Mathematics, Cologne

3 DUAL PRICING OF MULTI-EXERCISE OPTIONS UNDER VOLUME CONSTRAINTS
Christian Bender 1
1 Saarland University, Department of Mathematics, Saarbrücken

4 The Real Multiple Dual
John Schoenmakers 1
1 Weierstrass Institute, Stoch. Alg. and Nonpar. Stat., Berlin