Bruno Kyewski 1950-2018

Bruno Zeller

Bruno Caruso - n. 39

Bruno Tucunduva Ruviaro

CP-Bruno Dupire.qxd

prices as a function of volatility. If an option price is given by the market we can invert this relationship to get the implied volatility. If the model were perfect, this implied value would be the same for all option market prices, but reality shows this is not the case. Implied Black–Scholes volatilities strongly depend on the maturity and the strike of the European option under scrutiny. I...

CombinaTexas 2018 February 10 – 11 , 2018

In this talk we give combinatorial proofs of q-Stirling identities using restricted growth words. This includes a poset theoretic proof of Carlitz’s identity, a new proof of the q-Frobenius identity of Garsia and Remmel and of Ehrenborg’s Hankel q-Stirling determinantal identity. We also develop a two parameter generalization to unify identities of Mercier and include a symmetric function versi...