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Pricing Partners’ Stochastic Volatility Model to be Discussed at Scientific Conference

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Pricing Partners’ latest research about the acceleration by a factor 100, calculating the price of financial options with a stochastic volatility model, has caught the attention of the scientific committee, the 33rd edition of the Stochastic Processes and Their Applications (SPA 2009) Conference, and will be presented during the week of this conference in Berlin from 27 to 31 July 2009.

SPA 2009 Conference is an event in the field of mathematic research in stochastic processes and their applications. This year for example, the topics addressed will be: the application of stochastic processes in biology, finance, particle physics, climatology, ecology and epidemiology, the study and development of Levy processes, the study and development through the process of stochastic functional inequalities, the calculus of variations, the stochastic geometry, the resolution of stochastic differential equations, algorithms of simulated annealing, the detailed study of stochastic processes and random walks, random matrices, broadcasts highly heterogeneous.

The conference is held under the patronage of the Association of Research in Mathematics, the Bernoulli Society for Mathematical Statistics and Probability and the German Institute of Mathematical Statistics. The conference will bring together over 630 participants from 49 countries. Mohammed Miri, quantitative analyst from Pricing Partners will present his latest research work in collaboration with Eric Benhamou, CEO of Pricing Partners and Emmanuel Gobet.

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