Stefano De Marco, Video: Volatility derivatives in rough forward variance models

Stefano De Marco, Video: Volatility derivatives in rough forward variance models

Stefano De Marco, Volatility derivatives in rough forward variance models, Stochastic Analysis and its Applications, BIRS, BIRS talk, 18w5080, math, mathematics, video

Banff International Research Station

Banff International Research Station

presentation

mpeg4

131M

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

http://www.birs.ca/events/2018/5-day-workshops/18w5080/videos/watch/201805171336-DeMarco.html