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

  • Philipp Mayer (Speaker)

Activity: Talk or presentation › Invited talk › Science to science

Description

Talk: Robust calibration of local Lévy equity models
Period16 Nov 2007
Event titleOne day mini-workshop on Calibration, Lévy processes in finance, FFT, and related issues
Event typeWorkshop