Rough Volatility Modeling and Portfolio Optimization

Activity: Talk or presentation › Invited talk › science-to-science

Period03 Jun 2019
Event titleAuswahlverfahren „Versicherungsmathematik und mathematische Modellierung in den Wirtschaftswissenschaften“
Event typeOther
LocationAustriaShow 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