Video: Blanka Horvath, "Functional central limit theorems for rough volatility"

Video From 18w5080: Stochastic Analysis and its Applications

Thursday, May 17, 2018 13:07 - 13:32

Functional central limit theorems for rough volatility

Blanka Horvath, Video: Functional central limit theorems for rough volatility

Blanka Horvath, Functional central limit theorems for rough volatility, Stochastic Analysis and its Applications, BIRS, BIRS talk, 18w5080, math, mathematics, video

Banff International Research Station

presentation

mpeg4

103M

http://www.birs.ca/events/2018/5-day-workshops/18w5080/videos

http://www.birs.ca/events/2018/5-day-workshops/18w5080/videos/watch/201805171307-Horvath.html

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