0707b
Mini-Workshop: Levy Processes and Related Topics in Modelling
Workshop
0707bPeriod
11 Feb - 17 Feb 2007Abstract
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.