Saturday, September 06, 2008

Eigenfunction Expansion and Fourier-Laplace transform methods in Mathematical Finance

Organizing Committee: Peter Carr, Darrell Duffie, Steve Kou, Alex Lipton, Vadim Linetsky, Dilip Madan, Claudio Albanese, and Sergey Levendorskiy.

Invited Presentations: Lars Hansen, Xiaohong Chen, Nuor Meddahi, Mark Yor, Peter Carr, Michael Dempster, Damir Filipovic, Alex Lipton, Vadim Linetsky, Dilip Madan, Claudio Albanese, Steve Kou, Andreas Kyprianou, Marjin Pistorius, and others.

Dates: June 18-20, 2009.

Place: University of Leicester

More Information: Sergey Levendorskiy