Generalized Pareto Processes and Liquidity

Activity: Talk or presentationContributed talkscience-to-science

Period18 Jul 2016
Event title9th World Congress of the Bachelier Finance Society
Event typeConference
LocationUnited StatesShow on map

Fields of science

  • 101 Mathematics
  • 101019 Stochastics
  • 101007 Financial mathematics
  • 101025 Number theory

JKU Focus areas

  • Transformation in Finance and Financial Institutions
  • Digital Transformation