Tools and techniques for engaging
participants with low-bandwidth connections
Not everyone has access to, or can afford, a high-speed
internet connection. During this Zoom meeting we will…
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…