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On modelling for equity derivatives

Date: 
Friday 22nd April 2005 - 10:00 to 11:00
Venue: 
INI Seminar Room 1
Abstract: 

I will speak on the modelling issues in Equity Derivatives with emphasis on the recent development of the Local Levy Process.

University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons