Description

---

German and Portuguese teams of FRACTAL project meeting in Lisbon this week.
Topics discussed:
_Teams' presentation
_Pricing American Options with a Penalty function
_Using Lie group methods to approximate correlation matrices
_Some problems and research topics in fractional processes, fractional equations and finance.,
_Fractional Diffusion Models for Option Pricing

---

Organizers:

José Pedro Gaivão (Universidade de Lisboa), Maria do Rosário Grossinho (Universidade de Lisboa), João M E Guerra, Manuel Guerra (Instituto Superior de Economia e Gestão) and João Janela (Instituto Superior de Economia e Gestão)