Special Semester on Stochastics with Emphasis on Finance

Philipp Mayer (Speaker)

Activity: Talk or presentationTalk at workshop, seminar or courseScience to science

Description

Talk: A Generalized Dupire formula and a stable way to estimate it
Period2 Dec 2008 - 4 Dec 2008
Held atSpecial Semester on Stochastics with Emphasis on Finance
Event typeWorkshop