Quotation Cuchiero, Christa. 2018. Rough volatility modeling from an affine point of view. Actuarial and Financial Mathematics Conference, Brussels, Belgien, 08.02.-09.02. Invited Talk


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Publication's profile

Status of publication Published
Affiliation External
Type of publication Paper presented at an academic conference or symposium
Language English
Title Rough volatility modeling from an affine point of view
Event Actuarial and Financial Mathematics Conference
Year 2018
Date 08.02.-09.02.
Country Belgium
Location Brussels
URL http://www.afmathconf.ugent.be/FormerEditions/Programme2018.pdf
Invited Talk Y

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Cuchiero, Christa (Former researcher)
Research areas (Ă–STAT Classification 'Statistik Austria')
1118 Probability theory (Details)
1137 Financial mathematics (Details)
1162 Statistics (Details)
1165 Stochastics (Details)
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