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University of Cambridge > Talks.cam > CUED Control Group Seminars > Financial Modelling with 2-EPT Levy Processes

## Financial Modelling with 2-EPT Levy ProcessesAdd to your list(s) Download to your calendar using vCal - Professor Bernard Hanzon, Edgeworth Centre for Financial Mathematics, Edgeworth Centre for Financial Mathematics, Department of Mathematics, University College Cork
- Tuesday 19 June 2012, 14:00-15:00
- Cambridge University Engineering Department, LR3A.
If you have a question about this talk, please contact Dr Jason Z JIANG. The class of probability density functions on [1] B. Hanzon, F. Holland, “Non-negativity Analysis for Exponential-Polynomial-Trigonometric Functions on [0,infinity),” to appear in: Proceedings of IWOTA 2010 , Operator Theory: Advances and Applications (OT),Birkhaeuser Verlag, Basel, Boston, Berlin; an earlier version of the paper can be downloaded from www.edgeworth.biz [2] B. Hanzon, F. Holland, “Non-negativity of Exponential Polynomial Trigonomet- ric Functions-a Budan Fourier sequence approach”, Poster 429 presented at the Bachelier Finance Society Congress, Toronto, 2010; available on-line at web-address http://euclid.ucc.ie/sta_/hanzon/BFSTorontoPosterHanzonHollandFinal.pdf Papers and software also available at www.2-ept.com
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