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Convex measures of model risk for option hedging and nonlinear Black Scholes equations
Presenter
- RĂ¼diger Frey
May 11, 2022
IMSI
Time Consistency of Scalar Multivariate Risk Measures and the Moving Scalarization
Presenter
- Zachary Feinstein
May 11, 2022
IMSI
Local flexibility for open partial differential relations
Presenter
- Bernhard Hanke
November 1, 2021
IAS
Twisted generating functions and the nearby Lagrangian conjecture
Presenter
- Sylvain Courte
February 26, 2021
IAS