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METHOD:PUBLISH
X-WR-CALNAME:Comprehensive Comparison of Quantitative Finance Models for He
 dging of Options Portfolio
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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TZOFFSETTO:+0100
TZNAME:CET
DTSTART:19701025T030000
RRULE:FREQ=YEARLY;BYMONTH=10;BYDAY=-1SU
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BEGIN:VEVENT
UID:seminar-37-comprehensive-comparison-of-quantitative-finance-models-for-
 hedging@qfrg.wne.uw.edu.pl
DTSTAMP:20261109T150632Z
DTSTART;TZID=Europe/Warsaw:20231009T183000
DTEND;TZID=Europe/Warsaw:20231009T200000
SUMMARY:QFRG & DSLab seminar: Comprehensive Comparison of Quantitative Fina
 nce Models for Hedging of Options Portfolio
DESCRIPTION:Maciej Wysocki\, Robert Ślepaczuk\n\nhttps://qfrg.wne.uw.edu.p
 l/seminars/37-comprehensive-comparison-of-quantitative-finance-models-for-
 hedging/
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/37-comprehensive-comparison-of-quan
 titative-finance-models-for-hedging/
END:VEVENT
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