Friday - Section 19 - Mathematical Finance

	Marinelli, C.; Göppl, H. University of California, Santa Barbara Email: carlo@pstat.ucsb.edu	A	Subordinated Stock Price Models: Heavy Tails and Long-range Dependence in the High Frequency Deutsche Bank Price Record
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	Leisen, D.; Laurent, J.-P. Stanford University Email: leisen@hoover.stanford.edu	A	Building a Consistent Pricing Model from Observed Option Prices
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	Eberlein, E.; Prause, K. Universität Freiburg Email: eberlein@stochastik.uni-freiburg.de	A	The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
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