One day mini-workshop on Calibration, Lévy processes in finance, FFT, and related issues

  • Philipp Mayer (Redner/in)

Aktivität: Vortrag oder Präsentation › Gastvortrag › Science to science

Beschreibung

Talk: Robust calibration of local Lévy equity models
Zeitraum16 Nov. 2007
EreignistitelOne day mini-workshop on Calibration, Lévy processes in finance, FFT, and related issues
VeranstaltungstypWorkshop