Conferences:
Exact Ruin Probabilities For Lévy processes
Poster at the "Second Bachelier Colloquium on Stochastic Calculus and Finance
(9-15 January 2005, Metabief, France)" dedicated to
Albert N. Shiryaev on
his 70th anniversary.
Modelos estocásticos en Finanzas
Conferencia en el
Primer Encuentro Regional de Probabilidad y Estadística Matemática
Buenos Aires, 30/9 al 2/10 de 2004 (Transparencias)
Problemas de barrera en procesos estocásticos.
Seminario del Instituto de Matemática Aplicada del Litoral
IMAL - Santa Fé, Argentina, 24/9/2004.
Transparencias en PDF
Optimal stopping and perpetual options for Lévy processes First World Congress, Bachelier Finance Society, Paris 2000 dvi file or ps file
Arrêt optimal et options perpétuelles pour les processus de Lévy Laboratoire de Statistique et Probabilites. Universite Paul Sabatier, Toulouse, Francia. dvi file or ps file
Pricing perpetual american options for processes with jumps. Universidad Fedral de Rio Grande do Sul, Brasil, 12/99. dvi file or ps file
Optimal stopping for stochastic processes and applications in finance. VII CLAPEM, Córdoba, Argentina, 9/98. dvi file or ps file