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Seminários e Conferências

Seminário “On some generalizations of the Black and Scholes model”

12 Jan 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