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Academic Sessions |
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Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans Carsten Sorensen (Copenhagen Business School)
Martin Christian Richter (Copenhagen Business School)
Discussant: Pradeep K. Yadav (University of Strathclyde)
Stochastic Volatility for Lévy Processes Hélyette Geman (Université Paris IX Dauphine & ESSEC)
Peter Carr (Bank of America Securities)
Dilip B. Madan (University of Maryland)
Marc Yor (Université Paris VI)
Discussant: Robert Tompkins (Technische Universität Wien)
Modelling Extreme-value Dependence in International Stock Markets Ser-Huang Poon (University of Strathclyde)
Michael Rockinger (HEC School of Management)
Jonathan Tawn (Lancaster University)
Discussant: Stefan R. Jaschke (Weierstraß-Institut für Angewandte Analysis und Stochastik)
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