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Seminar date reserved
September 12 @ 2:00 pm
-
3:00 pm
CDT
«
The Bachelier implied volatility: A Malliavin calculus approach.
Recent advances in stochastic volatility jump diffusions: Calibration and exotic option pricing
»
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Details
Date:
September 12
Time:
2:00 pm - 3:00 pm
CDT
Event Category:
Fall 2025
Venue
via Zoom