Financial and Actuarial Mathematics: Time Table (http://www.fam.tuwien.ac.at)
PV Schachermayer (Time: Tuesday 16:30-18:00, Location: TU FH, Turm B, 2. Stock, HS 8)
+------------+---------------------------+-------------------------------+ | 30.05.2000 | Johanna Gaier, Irene | Dual formulation of the | | | Klein | utility maximization problem | | | | under transaction costs | | | | (Deelstra et al.) | +------------+---------------------------+-------------------------------+ | 06.06.2000 | Irene Klein | Hedging under transaction | | | | costs in currency markets: a | | | | continuous-time model | | | | (Kabanov, Last) | +------------+---------------------------+-------------------------------+ | 13.06.2000 | Larbi Alili | Further results on some | | | | singular linear SDE | +------------+---------------------------+-------------------------------+ | 20.06.2000 | Ching-Tang Wu | Muentz linear transform of | | | | Brownian motions | +------------+---------------------------+-------------------------------+