Presentation – Nikolaus Schweizer
K 1203 Koopmans building, Warandelaan 2, Tilburg, Noord Brabant, NetherlandsStochastic Monotonicity and Random Utility Models: The Good and The Ugly
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Presentation – Bálint Négyesi
K 1203 Koopmans building, Warandelaan 2, Tilburg, Noord Brabant, NetherlandsA Deep BSDE approach for the simultaneous pricing and delta-gamma hedging of large portfolios consisting of high-dimensional multi-asset Bermudan options