Poster Session

1- Infinitely Divisible Distributions with Applications to Number Theory
Simon Lyons, Lane P. Hughston – Dept. of Math. – Imperial College London

2- Option pricing with Markov – Modulate Tendencies and Jumps
Oscar López, Univ. of Rosario – Colombia

3- A note on Tikhonov regularization for calibration under no arbitrage conditions of volatility surfaces
Adriano de Cezaro – Jorge P. Zubelli

4- Local Dependence Functions
Luis Rodrigo Fernandes Baumann – IME/USP/UFG

5- Variance Reduction Techniques for Pricing Volatility Derivatives
Nicolas Merener and Leonardo Vicchi – Univ. Torcuato di Tella

6- IDI option pricing using the method of Quasi-Maximum Likelihood
Guillermo Esteban Gomez Machuca – IMPA

7- Hedging in Incomplete Markets Using Fourier Series Method
Yuri F. Saporito – IMPA ; Rodrigo dos S. Targino – UFRJ; Milan Merkle – Univ. of Belgrade – Serbia