15th QFRG & DSLab research seminar

Effective Local Volatility Model – with Application to Pricing American Basket Options

Name: Effective Local Volatility Model – with Application to Pricing American Basket Options
Start: 2021-12-13T15:00:00+01:00
End: 2021-12-13T16:30:00+01:00
Location: Faculty of Economic Sciences, University of Warsaw

Juliusz Jabłecki

Materials

SlidesPresentation (PDF)RecordingVideo of the talk PosterSeminar announcement