Rough volatility modeling from an affine point of view

Activity: Talk or presentationScience to science

Period13 Nov 201717 Nov 2017
Event titleAdvances in Stochastic Analysis for Risk Modeling
Event typeUnknown
Degree of RecognitionInternational

Austrian Classification of Fields of Science and Technology (ÖFOS)

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