Financial and Actuarial Mathematics: Time Table (
http://www.fam.tuwien.ac.at)
PV Schachermayer (Tuesday 16:30-18:00, TU FH, Turm B, 2.Stock, HS 8)
13.06.2000. Irene Klein: Hedging under transaction costs in currency markets:
a continuous-time model (Kabanov, Last)