Evolution Equations for Deterministic and Stochastic Systems
timetable:
Tue 24 May, 17:10 - 17:50, Aula Dini
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Calculation of Greeks for Jump-Diffusions
speaker: Josef Teichmann (TU Wien)abstract: We provide - by means of Malliavin Calculus - formulas for the Calculation of Greeks for Jump-Diffusions.
timetable:
Tue 24 May, 17:10 - 17:50, Aula Dini
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