55:39 duration 55 minutes 39 seconds
ORIE Colloquium on 1/26/2012 - Yan Dolinsky:…
ORIE Colloquium on 1/26/2012 - Yan Dolinsky: Numerical Schemes for Stochastic Volatility Models
ORIE Colloquium: Numerical Schemes for Stochastic Volatility Models Thursday, January 26 at 4:15pm Frank H.T. Rhodes Hall, 655 We present a tree based approximations for stochastic volatility…