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VERSION:2.0
PRODID:-//QFRG//Seminars//EN
CALSCALE:GREGORIAN
METHOD:PUBLISH
X-WR-CALNAME:On Randomization of Affine Diffusion Processes with Applicatio
 n to Pricing of Options on VIX and S&P 500
X-WR-TIMEZONE:Europe/Warsaw
REFRESH-INTERVAL;VALUE=DURATION:P1D
BEGIN:VTIMEZONE
TZID:Europe/Warsaw
BEGIN:DAYLIGHT
TZOFFSETFROM:+0100
TZOFFSETTO:+0200
TZNAME:CEST
DTSTART:19700329T020000
RRULE:FREQ=YEARLY;BYMONTH=3;BYDAY=-1SU
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TZOFFSETFROM:+0200
TZOFFSETTO:+0100
TZNAME:CET
DTSTART:19701025T030000
RRULE:FREQ=YEARLY;BYMONTH=10;BYDAY=-1SU
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BEGIN:VEVENT
UID:seminar-32-on-randomization-of-affine-diffusion-processes-with-applicat
 ion@qfrg.wne.uw.edu.pl
DTSTAMP:20261109T150632Z
DTSTART;TZID=Europe/Warsaw:20230306T183000
DTEND;TZID=Europe/Warsaw:20230306T200000
SUMMARY:QFRG & DSLab seminar: On Randomization of Affine Diffusion Processe
 s with Application to Pricing of Options on VIX and S&P 500
DESCRIPTION:Lech A. Grzelak\n\nhttps://qfrg.wne.uw.edu.pl/seminars/32-on-ra
 ndomization-of-affine-diffusion-processes-with-application/
LOCATION:Faculty of Economic Sciences\, University of Warsaw\, ul. Długa 4
 4/50\, 00-241 Warszawa\, Poland
URL:https://qfrg.wne.uw.edu.pl/seminars/32-on-randomization-of-affine-diffu
 sion-processes-with-application/
END:VEVENT
END:VCALENDAR
