XVII Workshop on Quantitative Finance -- POSTER SESSION

28 January 2016 - 28 January 2016

Current List of Participants (See Documents)

[table view]

Immacolata Oliva

Poster: POSTER SESSION: Arbitrage-Free Pricing of American Contingent Claims in Uncertain Volatility Market Models

Loriana Pellizzon

Seminar: POSTER SESSION: Liquidity Dynamics and Illiquidity Cascades in the European Sovereign Bond Market

Davide Pirino

LEM, Scuola Superiore Sant'Anna
Poster: POSTER SESSION: Assessing Systemic Risk Due to Fire Sales Spillover Through Maximum Entropy Network

Yves Rakontondratsimba

Poster: POSTER SESSION: Control of price acceptability under the univariate Vasicek model.

Michael Schneider

Scuola Normale Superiore
Seminar: POSTER SESSION: Liquidity Dynamics and Illiquidity Cascades in the European Sovereign Bond Market

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