Rough Volatility Modeling and Portfolio Optimization

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

Period26 Jan 2023
Event titleVienna Seminar in Mathematical Finance and Probability
Event typeConference
LocationAustriaShow on map

Fields of science

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

JKU Focus areas

  • Digital Transformation