1st Nordic Triangular Seminar, part II
The seminar is held on 8th of December, 2009, at Helsinki University of Technology, Otakaari 1 M, room U325
Program
- 13.00 - 13.30 Johan Tysk (Uppsala): Boundary conditions for the single-factor term structure equation
- 13.30 - 14.00 Lauri Viitasaari (TKK): European options and local times
- 14.00 - 14.30 Bing Lu (Uppsala): Recovering a stock price process with piecewise constant volatility from perpetual put option prices
- 14.30 - 15.00 Coffee break
- 15.00 - 15.30 Ari-Pekka Perkkiö (TKK): Convex compactness and duality in stochastic optimization
- 15.30 - 16.00 Erik Ekström (Uppsala): Dupire's equation for bubbles
- 16.00 - 16.30 Esko Valkeila (TKK): Some integral representation theorems with respect to fractional Brownian motion
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