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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 31.7.2014, 16:30, seminar room 101C,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Elisa Alos Alcalde (Universitat Pompeu Fabra, Barcelona, Spain)
https://sites.google.com/site/juliobackhoff/
"A general method to develop closed-form approximations formulas
and to estimate their error bounds, with applications to the
study of spread options"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
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