Blanka Horvath, Video: Functional central limit theorems for rough volatility

Blanka Horvath, Video: Functional central limit theorems for rough volatility

Blanka Horvath, Functional central limit theorems for rough volatility, Stochastic Analysis and its Applications, BIRS, BIRS talk, 18w5080, math, mathematics, video

Banff International Research Station

Banff International Research Station

presentation

mpeg4

103M

http://www.birs.ca/events/2018/5-day-workshops/18w5080/videos

http://www.birs.ca/events/2018/5-day-workshops/18w5080/videos/watch/201805171307-Horvath.html