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.
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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 | 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 (ÖSTAT Classification 'Statistik Austria')
- 1118 Probability theory (Details)
- 1137 Financial mathematics (Details)
- 1162 Statistics (Details)
- 1165 Stochastics (Details)