Option Pricing with Selfsimilar Additive Processes by Mack Galloway

Event Date: 

Monday, February 12, 2007 - 3:15pm

Event Date Details: 

Refreshments served at 3 pm

Event Location: 

  • South Hall 5607F

Mack Galloway (PSTAT, UCSB)
Option Pricing with Selfsimilar Additive Processes

Abstract (pdf)