March 27, 2015

Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models
Aleksandar Mijatovic
Imperial College

This web presentation contains the audio and slides of a lecture given at the Fields Institute on May 26, 2010 as part of the Workshop on Financial Derivatives and Risk Management.

Listen to audio presentation:

You may browse the slides in the presentation (a browser capable of displaying PNG graphics is required). Or, you may download a higher-resolution printer-ready version in PDF format (requires Acrobat Reader).

Shown: slide 6, large size.   Previous Slide | Next Slide | Switch to small size

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 Image of Slide