Mini-Workshop: Levy Processes and Related Topics in Modelling

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Date

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Volume

7

Issue

Journal

Series Titel

Oberwolfach reports : OWR

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Publisher

Zürich : EMS Publ. House

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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.

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