Instituto Superior de Economia e Gestão (ISEG)
Eventos
Seminário "On some generalizations of the Black and Scholes model"
Em 12-01-2010 às 17:30 / Edifício Quelhas, sala Delta
Orador
Pablo Amster - Universidad de Buenos Aires
Organização
ISEG/CEMAPRE
Abstract: In this talk, we shall present some generalizations of the well known Black-Scholes equation for option pricing. In particular, we shall give an existence result for a nonlinear integro-differential equation arising in a Black-Scholes models with jumps due to Merton.
Apoio:FCT