Title	Volatility derivatives in rough forward variance models
Creator	De Marco, Stefano
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2018-05-17T13:36
Extent	29.0
Subject	Mathematics; Probability theory and stochastic processes; Game theory, economics, social and behavioral sciences
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: Ecole Polytechnique
Series	BIRS Workshop Lecture Videos (Oaxaca de Juárez (Mexico))
Date Available	2019-03-18
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivatives 4.0 International
DOI	10.14288/1.0377066
URI	http://hdl.handle.net/2429/68879
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Researcher
Rights URI	http://creativecommons.org/licenses/by-nc-nd/4.0/
Aggregated Source Repository	DSpace

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