Video: Peter Friz, "Weak Rates For Rough Vol"

Video From 22w5116: New interfaces of Stochastic Analysis and Rough Paths

Peter Friz, TU Berlin

Tuesday, September 6, 2022 09:00 - 09:27

Weak Rates For Rough Vol

Peter Friz, Video: Weak Rates For Rough Vol

Peter Friz, Weak Rates For Rough Vol, New interfaces of Stochastic Analysis and Rough Paths, BIRS, BIRS talk, 22w5116, math, mathematics, video

Banff International Research Station

presentation

mpeg4

41M

http://www.birs.ca/events/2022/5-day-workshops/22w5116/videos

http://www.birs.ca/events/2022/5-day-workshops/22w5116/videos/watch/202209060900-Friz.html

Weak Rates For Rough Vol

Peter Friz at 22w5116: New interfaces of Stochastic Analysis and Rough Paths on Tuesday, September 6, 2022

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