2007-06-25–2007-07-01 - Loen (Norway) - Center of Mathematics for Applications (CMA), …; …
The intention of the workshop is to focus on new and untraditional mathematical ideas and methods within the mathematical finance research. Subjects that may be discussed include (but are not limited to)
- non-semimartingale models (including fractional Brownian motion)
- nonstandard stochastic...