Talks and Poster Presentations (without Proceedings-Entry):
M. Keller-Ressel:
"Smile Asymptotics for Affine Stochastic Volatility Models";
Poster: Miniworkhop on Calibration, Lévy processes in finance, FFT, and related issues,
TU Wien, Austria (invited);
2007-11-16.
Related Projects:
Project Head Reinhold F. Kainhofer:
Robuste Kalibrierung von Aktienkursmodellen mit Sprüngen
Project Head Josef Teichmann:
START Preis Projekt: Geometrie stochastischer Differentialgleichungen
Created from the Publication Database of the Vienna University of Technology.