Rough volatility modeling from an affine point of view

Activity: Talk or presentationScience to science

Period8 Feb 20189 Feb 2018
Event titleActuarial and Financial Mathematics Conference
Event typeUnknown
Degree of RecognitionInternational

Austrian Classification of Fields of Science and Technology (ÖFOS)

  • 101019 Stochastics
  • 101007 Financial mathematics
  • 101018 Statistics
  • 101024 Probability theory