JSM Activity #68

This is the preliminary program for the 2003 Joint Statistical Meetings in San Francisco, California. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 2-5, 2003); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

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Legend: = Applied Session, = Theme Session, = Presenter
Hotels: H = Hilton San Francisco, R = Reniassance Parc Hotel 55, N = Nikko San Francisco
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68 Applied Session Theme Session Mon, 8/4/03, 8:30 AM - 10:20 AM H-Plaza Room B
Statistica Sinica Invited Papers - Invited - Papers
International Chinese Statistical Association, IMS
Organizer(s): Yi-Ching Yao, Academia Sinica
Chair(s): Hwai-Chung Ho, Academia Sinica
     8:35 AM   Time-Dependent Diffusion Models for Term Structure Dynamics — Chunming Zhang, University of Wisconsin
     9:05 AM   Equivalence of GARCH, SV, and the Diffusion Models — Linda H. Zhao, University of Pennsylvania
     9:35 AM   On Pricing of Discrete Barrier Options — Steven Kou, Columbia University
     9:50 AM   Disc: Ruey-Shiong Tsay, University of Chicago
     10:05 AM   Floor Discussion
 

JSM 2003 For information, contact meetings@amstat.org or phone (703) 684-1221. If you have questions about the Continuing Education program, please contact the Education Department.
Revised March 2003