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Rough volatility modeling from an affine point of view

  • Christa Cuchiero (Speaker)

Activity: Talk or presentation › Science to science

Period8 Feb 2018 → 9 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

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