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

Philipp Mayer (Speaker)

Activity: Talk or presentationInvited talkScience to science

Description

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