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 |
+------------+---------------------------+-------------------------------+