F. Hubalek:
"On Fourier and Laplace transform methods for simple, multi-asset, and path-dependent options/accuracy and efficiency";
Vortrag: Politecnico di Milano, Dipartimento di Matematica, Milano, Italy (eingeladen); 10.11.2009.
Projektleitung Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)