Event Type: Lecture

Abstract: We study option prices in financial markets where the risky asset prices are modelled by jump diffusions. For simplicity, we put the risk-free asset price equal to 1. Such markets are typically incomplete, and therefore there are in general infinitely many arbitrage-free option prices in these markets. We consider in particular European options with

Abstract: Graphs are everywhere in mathematics if only we know how to identify these structures. The theory of graphs and the theory of knots have enjoyed a symbiotic relationship since the inception of knot theory. In this talk, we give a formal definition of a graph followed by a few examples. We also give a