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Seminar
Robust hedging with tradable options under price impact
Density analysis of backward stochastic differential equations
Stability of Utility Maximization in Nonequivalent Markets
First-Loss Fee Structures for Hedge Funds
Tangents and rectifiability of Lipschitz differentiability spaces
Averaging, folded singularities, and torus canards in bursting/spiking transitions
Evolutionary Dynamics in Random Environments
Taylor approximation of incomplete Radner equilibrium models
Information Routing in Networks and Contructing Graphs
Stability conditions for sub-quotients of category O
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