Financial and Actuarial Mathematics  
at Vienna University of Technology, Austria  




Tuesdays, 16:30 - max. 18:00, seminar room DA grün 06, TU Vienna, "Freihaus", green section, 6th floor.

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Vienna Seminar in Mathematical Finance and Probability

Thursdays, 16:30 - max. 18:00,
Seminar room DA red 07 (TU Wien), "Freihaus" building, red section, 7th floor.

For abstracts and past seminars see: https://fam.tuwien.ac.at/vs-mfp/

Todor Bilarev (HU Berlin, DE)
Superhedging with transient impact

Katia Colaneri (University of Perugia, IT)
Unit-linked life insurance policies: optimal hedging in partially observable market models

Zehra Eksi (WU Wien)
Portfolio optimization: a pure jump model with unobservable characteristics and linear market impact

Ales Cerny (Cass Business School, UK)
Convex duality and Orlicz spaces in expected utility maximization

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