Antoine Jacquier, Video: Pricing and Hedging in rough volatility models

Antoine Jacquier, Video: Pricing and Hedging in rough volatility models

Antoine Jacquier, Pricing and Hedging in rough volatility models, Stochastic Analysis and its Applications, BIRS, BIRS talk, 18w5080, math, mathematics, video

Banff International Research Station

Banff International Research Station

presentation

mpeg4

303M

http://www.birs.ca/events/2018/5-day-workshops/18w5080/videos

http://www.birs.ca/events/2018/5-day-workshops/18w5080/videos/watch/201805160952-Jacquier.html