Tuesdays and Thursdays, 16:30-18:00, TU FH, Turm A, 6. Stock, Seminarraum 107 Tu, 25.03.2003 Peter Grandits Some remarks on asymptotic ruin probabilities and investment
Th, 27.03.2003 Josef Teichmann Stochastic control problems, viscosity solutions, and applications to finance (3)
For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/