Selected Talks
| Jena 2010: | Initial enlargement of filtrations and entropy of Poisson compensators.
Workshop: Enlargement of Filtrations and Applications to Finance and Insurance, May 31 - June 4, 2010; |
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| Marburg 2011: | Skorokhod embeddings in bounded time.
Philipps-Universität Marburg, June 2011 |
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| Hamburg 2011: | Futures Cross-hedging with a Stationary Basis. | |
| Warwick 2011: | Optimal trade execution under price sensitive risk preferences. |
