2009-07-15–2009-07-17 - Eindhoven, EURANDOM, campus of Technische Universiteit … (Netherlands) - Universiteit van Amsterdam; EURANDOM European Institute …
This workshop may be considered as the 4th in a series of workshops dedicated to Lévy processes and their applications in Mathematical Finance.
Recent years have witnessed great interest in financial models based on Lévy processes as possible alternatives to the traditional Black-Scholes model...