Show simple item record

dc.contributor.authorBayer, Christian
dc.contributor.authorFriz, Peter K.
dc.contributor.authorGatheral, Jim
dc.contributor.authorStemper, Benjamin
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.subjectSDE
dc.titlePricing under rough volatility
dc.typePoster
dc.conference.dateJanuary 5-10, 2016
dc.conference.nameAdvances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2016)
dc.conference.locationKAUST
dc.contributor.institutionWeierstrass Institute
refterms.dateFOA2018-06-13T15:01:27Z


Files in this item

Thumbnail
Name:
30-Bayer_SDE.pdf
Size:
547.2Kb
Format:
PDF
Description:
Poster

This item appears in the following Collection(s)

Show simple item record