Conference on Levy Processes: Theory and Applications

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Description

Event name
Conference on Levy Processes: Theory and Applications
 
Event type
Event for scientific audience
 
Start date
16-08-2007
Location
Copenhagen, Denmark
Country
Europe
 
Event format Veranstaltungsformat
On Site

Publications Publikationen

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Date Issued:  [2000 TO 2023]

Results 1-5 of 5 (Search time: 0.014 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Bayer, Christian Cubature on Wiener space for infinite dimensional problemsPräsentation Presentation2007
2Hubalek, Friedrich On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility modelsPräsentation Presentation2007
3Hubalek, Friedrich On Tractable Finite-Activity Lévy Libor Market ModelsPräsentation Presentation2007
4Keller-Ressel, Martin ; Steiner, Thomas Yield curves shapes in affine term structure modelsPräsentation Presentation2007
5Keller-Ressel, Martin ; Steiner, Thomas Yield curves shapes in affine term structure modelsPräsentation Presentation2007