Quotation Cuchiero, Christa. 2017. Rough volatility modeling from an affine point of view. Advances in Stochastic Analysis for Risk Modeling, Luminy, Frankreich, 13.11.-17.11.


RIS


BibTeX

Tags

Press 'enter' for creating the tag

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 Advances in Stochastic Analysis for Risk Modeling
Year 2017
Date 13.11.-17.11.
Country France
Location Luminy
URL https://math.ethz.ch/imsf/events/conferences-and-workshops/past-events/2017/ETH-CIRM-2017.html

Associations

People
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)
Google Scholar: Search