Found 2 relevant results in 3.35s where lecturer="Gudmund Pammer"

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401-4498-23L 2023S 4 Credits MSC D-MATH

We study recent developments of stochastic transport with applications to mathematical finance. In particular, we will cover weak transport, martingale transport, causal and adapted transport.

401-4498-DRL 2023S 1 Credits DR D-MATH

We study recent developments of stochastic transport with applications to mathematical finance. In particular, we will cover weak transport, martingale transport, causal and adapted transport.