RFE: Conference Listings
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- Department of Mathematics and Systems Analysis, Helsinki University of Technology
| Dates: | May 26-28, 2009 |
| Description: | Non-Semimartingale Techniques in Mathematical Finance |
| Location: | Helsinki, Helsinki University of Technology, Finland |
| Subject: | 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. [gemäß den Informationen des Anbieters - according to site editor's information] |
| JEL Code: | C |
| URL: | http://math.aalto.fi/reports/c021.pdf |