The announced talk of Peter Friz will be held on 28th of April.
This thursday Josef Teichmann will hold a talk about a joint work
with Barbara Forster and Eva Luetkebohmert:
Tu, 07.04.2005, 16:30, Seminarraum 107 (TU FH, Turm A, 6. Stock)
Josef Teichmann (FAM @ TU Vienna)
"Calculation of Greeks with jumps"
(joint work of B. Forster, E. Luetkebohmert, J. Teichmann)
We show partial integration results for jump diffusions in a very
traditional way, i.e. without applying partial integration on Poisson
spaces. The key result is to find a bound for the p-norm of the inverse of
the Malliavin derivative.
Tu, 28.04.2005 Peter Friz (Statistical Laboratory, University of
16:30, Seminarraum 107 (TU FH, Turm A, 6. Stock)
"Levy's Area under Conditioning and Applications"
For further details (including abstracts) see