Rough Volatility Modeling and Portfolio Optimization

Activity: Talk or presentationInvited talkscience-to-science

Period11 Oct 2019
Event titleDGVFM Nachwuchsworkshop
Event typeConference
LocationGermanyShow on map

Fields of science

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

JKU Focus areas

  • Transformation in Finance and Financial Institutions
  • Digital Transformation