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

Philipp Mayer (Redner/in)

Aktivität: Vortrag oder PräsentationGastvortragScience to science

Beschreibung

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