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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| 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 |
Associations
- People
- Cuchiero, Christa (Former researcher)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1118 Probability theory (Details)
- 1137 Financial mathematics (Details)
- 1162 Statistics (Details)
- 1165 Stochastics (Details)