Results for keyword: 'stochastic analysis'

Expert Image Dr Christoph Czichowsky
Department of Mathematics
Experience keywords: duality, financial mathematics, market frictions, mean-variance portfolio optimisation, optimal portfolio choice, shadow prices, stochastic analysis, stochastic optimal control, transaction costs

Expert Image Dr Arne Lokka
Department of Mathematics
Experience keywords: Levy processes, Malliavin calculus, disorder detection, hedging of derivatives, optimal stopping, pricing of derivatives, stochastic analysis

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