Abstract
I will speak on the modelling issues in Equity Derivatives with emphasis on the recent development of the Local Levy Process.
Isaac Newton Institute for Mathematical SciencesCity Event "Modelling Philosophy"On Modelling for Equity Derivatives22nd April 2005 Author: Dilip B Madan (University of Maryland) AbstractI will speak on the modelling issues in Equity Derivatives with emphasis on the recent development of the Local Levy Process. |