Jun 13, 2018; Course of talks
Dresdner Mathematisches Seminar: Prof. Archil Gulisashvili (Ohio Univ.)
Speaker(s)
Prof. Archil Gulisashvili
Start and end time
05:00 PM
-
06:00 PM
Location
Willersbau, B 321
Address
TU Dresden, Fakultät Mathematik
Zellescher Weg 12-14, 01069 Dresden
Zellescher Weg 12-14, 01069 Dresden
Dresdner Mathematisches Seminar
Prof. Archil Gulisashvili
Ohio University, Athens, USA
Volterra type fractional stochastic volatility models. Small-noise and small-time asymptotic formulas for the implied volatility.
(Abstract)
Ansprechpartner: Prof. Dr. M. Keller-Ressel