SIAM Conference on Uncertainty Quantification (UQ20)
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Aitor Muguruza Gonzalez
Imperial College London
United Kingdom
Presentation
Rough Volatility: A Measure-Change Point of View
Speaker
Date: 03-26-2020 , Time: 05:00 pm
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Topic: UQ for complex systems
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Presentation
On deep calibration of (rough) stochastic volatility models
Author
Date: 03-26-2020 , Time: 06:00 pm
|
Topic: UQ for complex systems
Details