Exact Ruin Probabilities For Lévy processes
Poster at the "Second Bachelier Colloquium on Stochastic Calculus and Finance (9-15 January 2005, Metabief, France)" dedicated to Albert N. Shiryaev on his 70th anniversary.

Modelos estocásticos en Finanzas

Conferencia en el
Primer Encuentro Regional de Probabilidad y Estadística Matemática
Buenos Aires, 30/9 al 2/10 de 2004 (Transparencias)

Problemas de barrera en procesos estocásticos.
Seminario del Instituto de Matemática Aplicada del Litoral
IMAL - Santa Fé, Argentina, 24/9/2004.
Transparencias en PDF

Optimal stopping and perpetual options for Lévy processes First World Congress, Bachelier Finance Society, Paris 2000 dvi file or ps file

Arrêt optimal et options perpétuelles pour les processus de Lévy Laboratoire de Statistique et Probabilites. Universite Paul Sabatier, Toulouse, Francia. dvi file or ps file

Pricing perpetual american options for processes with jumps. Universidad Fedral de Rio Grande do Sul, Brasil, 12/99. dvi file or ps file

Optimal stopping for stochastic processes and applications in finance. VII CLAPEM, Córdoba, Argentina, 9/98. dvi file or ps file