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The AIMS Conference Series
Special Session 59
Backward Stochastic Volterra Integral Equations and Time Inconsistent Optimal Control Problems
Organizer(s): tianxiao , hanxiao
Capital Suite 12 B
14:45-15:15
Ludger Overbeck (Justus-Liebig-University/Institute of Mathematics, Germany)
Classical Differentiability of BSVIEs and Dynamic Capital Allocations