European Summer School in Financial Mathematics

Event name
European Summer School in Financial Mathematics
 
Event type
Event for scientific audience
 
Start date
11-09-2008
End date
11-09-2008
 
Location
Paris
Country
France
 
Event format Veranstaltungsformat
On Site

Publications Publikationen



Results 1-3 of 3 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Goldammer, Verena Modeling and Estimation of Dependent Credit Rating TransitionsPräsentation Presentation2008
2Gerhold, Stefan Refined volatility expansion in the Heston modelPräsentation Presentation2010
3Papapantoleon, Antonis Strong Taylor approximation of SDEs and application to the Lévy LIBOR modelPräsentation Presentation2008