Strict Local Martingales, Jump Processes and Implied Volatility
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
19 May 2015
Description
Location: Campus EssenRelated external organisation
| Organisation | University of Duisburg-Essen |
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