Southern Federal University invites you to the Seminar on Analysis, Differential Equations and Mathematical Physics, which will be held on 23 June 2022, 6 pm (UTC+3), with the use of the Microsoft Teams platform.
Coordinators: Prof. Alexey Karapetyants, Prof. Vladislav Kravchenko.
Speaker: Oleg Kudryavtsev, Russian Customs Academy, Southern Federal University, Russia.
Title of the lecture: A Simple Wiener-Hopf factorization method for pricing options with barriers in Levy-driven models.
Seminar working language: English.
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