Documents (Authors)

• [Multi angle] Some stochastic Fubini theorems / Author of the conference Schweizer, Martin. -Marseille : CIRM
  

Documents (Event Organizers)

• [Multi angle] Set-valued risk measures of non-convex portfolios / Author of the conference Molchanov, Ilya. -Marseille : CIRM
  
• [Multi angle] Discounting invariant FTAP for large financial markets / Author of the conference Balint, Daniel. -Marseille : CIRM
  
• [Multi angle] From multivariate quantiles to set-valued risk measures: a set optimization - approach to financial models with frictions / Author of the conference Hamel, Andreas H.. -Marseille : CIRM
  
• [Multi angle] Pricing without martingale measure / Author of the conference Carassus, Laurence. -Marseille : CIRM
  
• [Post-edited] Approximation and calibration of laws of solutions to stochastic differential equations / Author of the conference Bion-Nadal, Jocelyne. CIRM
  
• [Post-edited] Pathwise or quasi-sure towards dynamic robust framework for pricing and hedging / Author of the conference Obloj, Jan. CIRM
  
• [Multi angle] Rough volatility from an affine point of view / Author of the conference Cuchiero, Christa. -Marseille : CIRM
  
• [Multi angle] Affine Volterra processes and models for rough volatility / Author of the conference Larsson, Martin. -Marseille : CIRM
  
• [Multi angle] Reconstruction by optimal transport: applications in cosmology and finance / Author of the conference Loeper, Grégoire. -Marseille : CIRM
  
• [Multi angle] Viability and arbitrage under Knightian uncertainty / Author of the conference Burzoni, Matteo. -Marseille : CIRM
  
• [Multi angle] Market delay and $G$-expectations / Author of the conference Dolinsky, Yan. -Marseille : CIRM
  

Linked documents : [12 document(s)]