Monday, April 15, 2013

"Beyond Black-Scholes: On L evy-Stable Models for Valuation of Generalized Financial Instruments"
by D. L. Hall, V. E. Hemming, and G. Lambeau

As part of the movie, Vince reviews a paper he wrote with his old friend Dave Hall and his advisor at MIT, Prof. Lambeau (yes, the Fields Medalist from "Good Will Hunting).  Apparently, Mark and Dave were mutual friends of "Raging" Dave Hall.



No comments:

Post a Comment