Video From 18w5080: Stochastic Analysis and its Applications

Thursday, May 17, 2018 13:36 - 14:05
Volatility derivatives in rough forward variance models
Stefano De Marco, Video: Volatility derivatives in rough forward variance models
Stefano De Marco, Video: Volatility derivatives in rough forward variance models
Stefano De Marco, Volatility derivatives in rough forward variance models, Stochastic Analysis and its Applications, BIRS, BIRS talk, 18w5080, math, mathematics, video
Banff International Research Station
Banff International Research Station
presentation
mpeg4
131M
http://www.birs.ca/events/2018/5-day-workshops/18w5080/videos
Volatility derivatives in rough forward variance models
Stefano De Marco at 18w5080: Stochastic Analysis and its Applications on Thursday, May 17, 2018
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