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Pricing of geometric Asian options in the Volterra-Heston model

Activity: Talk or presentationInvited talkscience-to-science

Period12 Mar 2025
Event title17th German Probability and Statistics Days 2025 - Dresdner Stochastik-Tage
Event typeConference
LocationDresden, GermanyShow on map

Fields of science

  • 101 Mathematics
  • 101019 Stochastics
  • 101025 Number theory
  • 101007 Financial mathematics

JKU Focus areas

  • Digital Transformation