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12:00 pm
January 26, 2024 @ 12:00 pm - 1:00 pm CST

On subordinated generalizations of 3 classical models of option pricing

via Zoom

Speaker: Dr. Grzegorz Krzyżanowski, Hugo Steinhaus Center, Faculty of Pure and Applied Mathematics, Wroclaw University of Science and Technology Abstract: We will investigate the relation between Bachelier and Black-Scholes models […]

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