32nd QFRG & DSLab research seminar

On Randomization of Affine Diffusion Processes with Application to Pricing of Options on VIX and S&P 500

Name: On Randomization of Affine Diffusion Processes with Application to Pricing of Options on VIX and S&P 500
Start: 2023-03-06T18:30:00+01:00
End: 2023-03-06T20:00:00+01:00
Location: Faculty of Economic Sciences, University of Warsaw

Announced as the 31st seminar (numbering corrected).

Lech A. Grzelak

Materials

PaperPublished / working paper SlidesPresentation (PDF)RecordingVideo of the talk PosterSeminar announcement