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Seminar date reserved
November 7 @ 2:00 pm
-
3:00 pm
CST
«
Option Pricing with a Compound CARMA(p,q)-Hawkes
Decomposition of the option pricing formula for infinite activity jump-diffusion stochastic volatility models
»
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Details
Date:
November 7
Time:
2:00 pm - 3:00 pm
CST
Event Category:
Fall 2025
Venue
via Zoom