1st Lisbon-Wuppertal FRACTAL Workshop

Workshop

9 Oct 2019, ISEG, Lisboa

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 (Universidade de Lisboa), Manuel Guerra (Instituto Superior de Economia e Gestão) and João Janela (Instituto Superior de Economia e Gestão)

Accommodation

For more information please contact us.

Contacts

CEMAPRE - Centre for Applied Mathematics and Economics

Rua do Quelhas, n.º 6
1200-781 Lisboa
Portugal

Email: cemapre@iseg.ulisboa.pt
Tel: (+351) 213 925 876