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Sebastian Hahn's Talk about his Master Thesis

When Dec 13, 2023
from 04:00 PM to 05:00 PM
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Sebastian Hahn

is talking about his Master Thesis in the Oberseminar.

The thesis discusses SDEs with local time constraints, their relation to Ito-McKean diffusion theory and, as an application to mathematical finance, no arbitrage criteria (such as NFLVR) for single asset markets with sticky points.