Conference on Levy Processes: Theory and Applications
Event name
Conference on Levy Processes: Theory and Applications
Event type
Event for scientific audience
Start date
16-08-2007
Location
Copenhagen, Denmark
Country
Event format Veranstaltungsformat
On Site
Results 1-5 of 5 (Search time: 0.002 seconds).
| Preview | Authors / Editors | Title | Type | Issue Date | |
|---|---|---|---|---|---|
| 1 | Bayer, Christian | Cubature on Wiener space for infinite dimensional problems | Präsentation Presentation | 2007 | |
| 2 | Hubalek, Friedrich | On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models | Präsentation Presentation | 2007 | |
| 3 | Hubalek, Friedrich | On Tractable Finite-Activity Lévy Libor Market Models | Präsentation Presentation | 2007 | |
| 4 | Keller-Ressel, Martin ; Steiner, Thomas | Yield curves shapes in affine term structure models | Präsentation Presentation | 2007 | |
| 5 | Keller-Ressel, Martin ; Steiner, Thomas | Yield curves shapes in affine term structure models | Präsentation Presentation | 2007 |