Hubalek, Friedrich

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Hubalek, Friedrich
 
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Results 81-100 of 102 (Search time: 0.005 seconds).

PreviewAuthor(s)TitleTypeIssue Date
81Hubalek, Friedrich Long forward rates never fall - A general proof of the Dybvig-Ingersoll-Ross TheoremPräsentation Presentation2001
82Hubalek, Friedrich On multivariate extensions of Lévy process driven Ornstein-Uhlenbeck type stochastic volatility models and multi-asset optionsPräsentation Presentation2001
83Hubalek, Friedrich The development of a computational library for Lévy processes and OU based SVPräsentation Presentation2001
84Hubalek, Friedrich Some analytical and numerical aspects of option pricing in Ornstein-Uhlenbeck based stochastic volatility modelsPräsentation Presentation2001
85Hubalek, Friedrich Poissonian white noise calculus and applications to hedging in a Poissonian marketPräsentation Presentation2001
86Hubalek, Friedrich Introduction to Stochastic Volatility ModelsPräsentation Presentation2001
87Hubalek, Friedrich A review of option pricing in non-Gaussian Ornstein-Uhlenbeck based stochastic volatility models and related questionsPräsentation Presentation2000
88Hubalek, Friedrich On option pricing in Ornstein-Uhlenbeck based stochastic volatility modelsPräsentation Presentation2000
89Hubalek, Friedrich On Lévy Processes and Other Semimartingales in Mathematical FinancePräsentation Presentation2000
90Hubalek, Friedrich Stochastic Finance Economy: Motivation and Summary, Event-tree Commodity Space, Stochastic Exchange Economy, Stochastic Financial Markets, Absence of Arbitrage, Complete and Incomplete MarketsPräsentation Presentation2000
91Hubalek, Friedrich Production in a Finance Economy: Motivation and Summary, Characteristics of Production Economy, Sole ProprietorshipsPräsentation Presentation2000
92Hubalek, Friedrich On a conjecture of Barndorff-Nielsen relating probability and Levy densitiesPräsentation Presentation2000
93Hubalek, Friedrich On the Föllmer-Schweizer Decomposition and the Entropy Minimizing Martingale Measure for Log-Levy ProcessesPräsentation Presentation2000
94Hubalek, Friedrich Rigorous asymptotic statistics for applications in finance - some questions and experiencesPräsentation Presentation1999
95Hubalek, Friedrich Variance-optimal hedging with suggorate assetsPräsentation Presentation1999
96Hubalek, Friedrich Explizite Föllmer-Schweizer Zerlegung und varinazoptimale Hedging-Strategien für Levy ProzessePräsentation Presentation1999
97Hubalek, Friedrich On hedging for exponential Lévy processesPräsentation Presentation1999
98Hubalek, Friedrich Minimum-Entropy Calibration of Asset-Pricing Models by M. Avellaneda IIPräsentation Presentation1999
99Hubalek, Friedrich Minimum-Entropy Calibration of Asset-Pricing Models by M. Avellaneda IPräsentation Presentation1999
100Hubalek, Friedrich On bucket digital trees, contiguity and weak convergence of asset price processes, and the entropy minimizing martingale measurePräsentation Presentation1999