F. Hubalek:
"On Fourier methods for simple, multi-asset, and path-dependent options / accuracy and efficiency";
Vortrag: Workshop on Quantitative Finance, University of Rome "Tor Vergata", Italy (eingeladen); 24.01.2008.
Projektleitung Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)