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@yahoo.com

web: http://www.math.nyu.edu/~laurence http://www.mat.uniroma1.it/~laurence