Miniworkhop on Calibration, Lévy processes in finance, FFT, and related issues
Event name
Miniworkhop on Calibration, Lévy processes in finance, FFT, and related issues
Event type
Event for scientific audience
Start date
16-11-2007
Location
TU Wien, Austria
Country
Austria
Solo Exhibition
Solo Exhibition
Event format Veranstaltungsformat
On Site
Results 1-1 of 1 (Search time: 0.001 seconds).
| Preview | Authors / Editors | Title | Type | Issue Date | |
|---|---|---|---|---|---|
| 1 | Keller-Ressel, Martin | Smile Asymptotics for Affine Stochastic Volatility Models | Präsentation Presentation | 2007 |