Volterra type fractional stochastic volatility models. Small-noise and small-time asymptotic formulas for the implied volatility

28.06.2018 16:30 - 18:00

Archil Gulisashvill (Ohio Univ. US)

Location:

Seminarraum DC Roter Bereich, 7. OG, TU Wien, Freihaus, Wiedner Hauptstraße. 8, 1040 Wien