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Seminar Date Reserved
September 26 @ 12:00 pm
-
1:00 pm
CDT
«
Recent advances in stochastic volatility jump diffusions: Calibration and exotic option pricing
New runs-based approach to testing value at risk forecasts
»
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Details
Date:
September 26
Time:
12:00 pm - 1:00 pm
CDT
Event Category:
Fall 2025
Venue
via Zoom