Mini-Workshop: Levy Processes and Related Topics in Modelling

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OWR_2007_07.pdf (293.49 KB)

Date

2007

Authors

Editor

Advisor

Volume

4

Issue

1

Journal

Oberwolfach reports : OWR

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Book Title

Publisher

Zürich : EMS Publ. House

Supplementary Material

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Link to publishers' Version

https://doi.org/10.4171/OWR/2007/07

Abstract

The focus of the meeting was on recent ongoing research and new ideas in the area of infinite divisibility and Lévy processes, with particular view to realistic modelling. As regards more applied aspects, work in mathematical finance, especially concerning modelling and measurement of volatility, figured prominently.

Description

Keywords

Keywords GND

Konferenzschrift

Conference

Mini-Workshop: Levy Processes and Related Topics in Modelling, 11 Feb - 17 Feb 2007, Oberwolfach

Publication Type

Article

Version

publishedVersion

URI

https://oa.tib.eu/renate/handle/123456789/12761
 https://doi.org/10.34657/11791

Collections

Mathematik
Oberwolfach Reports (OWR)

License

This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties.
Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden.