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Pricing of geometric Asian options in the Volterra-Heston model
Desmettre, S.
(Speaker)
Institute of Financial Mathematics and Applied Number Theory
Activity
:
Talk or presentation
›
Invited talk
›
science-to-science
Period
12 Mar 2025
Event title
17th German Probability and Statistics Days 2025 - Dresdner Stochastik-Tage
Event type
Conference
Location
Dresden, Germany
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Fields of science
101 Mathematics
101019 Stochastics
101025 Number theory
101007 Financial mathematics
JKU Focus areas
Digital Transformation