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XVII Workshop on Quantitative Finance -- Session on PRICING I (Sala Stemmi)
Parallel Sessions
29 January 2016 - 29 January 2016
Aims and Research Directions
List of Participants
Invited Speakers
Timetable
Documents
Timetable
Weeks:
[
Fri 29 Jan - Fri 29 Jan
]
Date
Time
Speaker
Room
Fri 29 Jan
9:00- 10:30
Callegaro, Giorgia - Fiorin, Lucio - Grasselli, Martino
"Pricing via Quantization in Stochastic Volatility Models"
Sala Stemmi
9:00- 10:30
Baviera, Roberto - Nastasi, Emanuele
"The relevance of geometry in optimal basket option bounds"
Sala Stemmi
9:00- 10:30
Bormetti, Giacomo - Callegaro, Giorgia - Livieri, Giulia - Pallavicini, Andrea
"A backward Monte Carlo approach to exotic option pricing"
Sala Stemmi
