Seminar series
Date
Fri, 17 May 2013
Time
16:00 -
17:00
Location
DH 1st floor SR
Speaker
Michael Kupper
Organisation
Institut fut Mathematik (Humboldt)
We discuss the superhedging problem under model uncertainty based on existence
and duality results for minimal supersolutions of backward stochastic differential equations.
The talk is based on joint works with Samuel Drapeau, Gregor Heyne and Reinhard Schmidt.