0707b
Mini-Workshop: Levy Processes and Related Topics in Modelling
Report (293.4Kb)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.
Report
Workshop Report 2007,7Organizers
Ole Barndorff-Nielsen, Aarhus; Jean Jacod, Paris; Claudia Klüppelberg, MünchenEMS Reference
Barndorff-Nielsen Ole, Jacod Jean, Klüppelberg Claudia: Mini-Workshop: Lévy Processes and Related Topics in Modelling. Oberwolfach Rep. 4 (2007), 417-446. doi: 10.4171/OWR/2007/07Oberwolfach Photo Collection
Open Workshop PhotosThe following license files are associated with this item:
Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden.This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties.
Open Preview