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Evolution Equations for Deterministic and Stochastic Systems

Calculation of Greeks for Jump-Diffusions

speaker: Josef Teichmann (TU Wien)

abstract: We provide - by means of Malliavin Calculus - formulas for the Calculation of Greeks for Jump-Diffusions.

timetable:
Tue 24 May, 17:10 - 17:50, Aula Dini
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