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Pricing and hedging in incomplete markets with model ambiguity. 

Antoon Pelsser (Speaker)

10 Jun 2015

Activity: Talk or presentation (speaker at event)Talk or presentationAcademic

Replicating Portfolios

Antoon Pelsser (Speaker)

21 Sep 2015

Activity: Talk or presentation (speaker at event)Talk or presentationAcademic

Market consistent valuation

Antoon Pelsser (Speaker)

22 May 2014

Activity: Talk or presentation (speaker at event)Talk or presentationAcademic

Robustness, Model Uncertainty and Valuation

Antoon Pelsser (Speaker)

29 Oct 2010

Activity: Talk or presentation (speaker at event)Talk or presentationAcademic

Langleven risico

Antoon Pelsser (Speaker)

16 Dec 2010

Activity: Talk or presentation (speaker at event)Talk or presentationAcademic

Time-Consistent & Market-Consistent Actuarial Valuations

Antoon Pelsser (Speaker)

30 Apr 2010

Activity: Talk or presentation (speaker at event)Talk or presentationAcademic

Time-Consistent & Market-Consistent Actuarial Valuations

Antoon Pelsser (Speaker)

4 Feb 2010

Activity: Talk or presentation (speaker at event)Talk or presentationAcademic

Robustness, Model Uncertainty and Valuation

Antoon Pelsser (Speaker)

12 Nov 2010

Activity: Talk or presentation (speaker at event)Talk or presentationAcademic

Time-Consistent & Market-Consistent Actuarial Valuations

Antoon Pelsser (Speaker)

21 May 2010

Activity: Talk or presentation (speaker at event)Talk or presentationAcademic