Implied Volatilities from Strict Local Martingales
Activity: Talk or presentation at external institutions/events › Talk/Presentation › Contributed
Persons and affiliations
- Martin Keller-Ressel - , Chair of Stochastic Analysis and Financial Mathematics (OTT professorship) (Speaker)
Date
1 Apr 2015
Conference
| Title | Challenges in Derivatives Markets |
|---|---|
| Subtitle | Fixed income modeling, valuation adjustments, risk management, and regulation |
| Duration | 30 March - 1 April 2015 |
| Location | Technische Universität München |
| City | München |
| Country | Germany |