Christian Bayer, Video: Pricing under rough volatility

Christian Bayer, Video: Pricing under rough volatility

Christian Bayer, Pricing under rough volatility, Stochastic Analysis and Mathematical Finance - A Fruitful Partnership, BIRS, BIRS talk, 16w5134, math, mathematics, video

Banff International Research Station

Banff International Research Station

presentation

mpeg4

144M

http://www.birs.ca/events/2016/5-day-workshops/16w5134/videos

http://www.birs.ca/events/2016/5-day-workshops/16w5134/videos/watch/201605241631-Bayer.html