RFE: Conference Listings
This service is a joint project of RFE and EconBiz.
Department of Mathematics and Systems Analysis, Helsinki University of Technology
- May 26-28, 2009
- Non-Semimartingale Techniques in Mathematical Finance
- Helsinki, Helsinki University of Technology, Finland
- The purpose of the workshop is to survey some recent developments in non-semimartingales like fractional Brownian motion in stochastic finance. The use of non-semimartingales is partially motivated by pricing models with transaction costs, or pricing non-tradeable assets, like electricity.The topics of the workshop include stochastic integration theory for non-semimartingales, power variation techniques and financial applications.[gem?_?? den Informationen des Anbieters - according to site editor's information]
- JEL Code: