Handle URI:
http://hdl.handle.net/10754/624805
Title:
Pricing under rough volatility
Authors:
Bayer, Christian; Friz, Peter K.; Gatheral, Jim; Stemper, Benjamin
Conference/Event name:
Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2016)
Issue Date:
6-Jan-2016
Type:
Poster
Appears in Collections:
Conference on Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2016)

Full metadata record

DC FieldValue Language
dc.contributor.authorBayer, Christianen
dc.contributor.authorFriz, Peter K.en
dc.contributor.authorGatheral, Jimen
dc.contributor.authorStemper, Benjaminen
dc.date.accessioned2017-06-08T06:32:27Z-
dc.date.available2017-06-08T06:32:27Z-
dc.date.issued2016-01-06-
dc.identifier.urihttp://hdl.handle.net/10754/624805-
dc.subjectSDEen
dc.titlePricing under rough volatilityen
dc.typePosteren
dc.conference.dateJanuary 5-10, 2016en
dc.conference.nameAdvances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2016)en
dc.conference.locationKAUSTen
dc.contributor.institutionWeierstrass Instituteen
All Items in KAUST are protected by copyright, with all rights reserved, unless otherwise indicated.