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Pricing and Hedging in rough volatility models Jacquier, Antoine
Item Metadata
Title |
Pricing and Hedging in rough volatility models
|
Creator | |
Publisher |
Banff International Research Station for Mathematical Innovation and Discovery
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Date Issued |
2018-05-16T09:52
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Extent |
40.0
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Subject | |
Type | |
File Format |
video/mp4
|
Language |
eng
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Notes |
Author affiliation: Imperial College London
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Series | |
Date Available |
2019-03-18
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Provider |
Vancouver : University of British Columbia Library
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Rights |
Attribution-NonCommercial-NoDerivatives 4.0 International
|
DOI |
10.14288/1.0377057
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URI | |
Affiliation | |
Peer Review Status |
Unreviewed
|
Scholarly Level |
Researcher
|
Rights URI | |
Aggregated Source Repository |
DSpace
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Item Media
Item Citations and Data
Rights
Attribution-NonCommercial-NoDerivatives 4.0 International