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Termin: mittwochs, 14:00 s.t., im Seminarraum S2 |
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| Datum | Vortragende(r) | Thema |
| 22.04.2009 | M. Rockenfeller | The valuation of American barrier options using the decomposition technique |
| 29.04.2009 | K. Rudnik | Pricing an American option by approximating its early exercise boundary as a multipiece exponential function |
| 13.05.2009 | H. Mensch | Numerical convergence properties of option pricing PDE's with uncertain volatility |
| 27.05.2009 | N. Fischer | Fast and accurate valuation of American barrier options |
| 10.06.2009 | S. Puthenkalam | A fast and accurate FFT-based method for pricing early-exercise options under Levy processes |
| 17.06.2009 | I. Mindlin | Barrier option pricing for assets with Markov-modulated dividends |
| 24.06.2009 | M. Tenvenne | Accelerating the Calibration of Stochastic Volatility Models |