Dear All
Please note that a conference on the numerical
valuation of american and bermudan options will
take place in Vienna on October 17 and 18.
There is no registration fee but there
is limited space so registrations will
be accepted on a first come first serve basis.
Please see
http://www.math.nyu.edu/~laurence/vienna-amop1.htm
[typo in link fixed by list-admin]
for details.
Best regards
The organizers
Marc Broadie, Friedrich Hubalek, Damien Lamberton and Peter Laurence
laurencepm(a)yahoo.com
web:
http://www.math.nyu.edu/~laurence
http://www.mat.uniroma1.it/~laurence