Oct 13 – 16, 2015
SISSA, International School for Advanced Studies, main campus, Trieste, Italy
Europe/Rome timezone

Parametric Option Pricing with Fourier Methods

Oct 14, 2015, 5:35 PM
5m
Aula Magna Paolo Budinich (SISSA, International School for Advanced Studies, main campus, Trieste, Italy)

Aula Magna Paolo Budinich

SISSA, International School for Advanced Studies, main campus, Trieste, Italy

Via Bonomea 265, 34136 Trieste, Italy
Poster Posters CP1 Poster Blitz

Speaker

Prof. Kathrin Glau (Technische Universität München)

Primary author

Prof. Kathrin Glau (Technische Universität München)

Co-authors

Mr Maximilian Gaß (Technische Universität München) Mr Maximilian Mair (Technische Universität München und Unicredit)

Presentation materials