Dear all, this is to remind you that next week Giulia Livieri (Scuola Normale Superiore di Pisa) will give a seminar at the Mathematics Department of the University of Padova.
Here are all the details:
- *Title* : Smile at Errors: A Discrete-Time Stochastic Volatility Framework for Pricing Options with Realized Measures - *Link to the online version: * http://papers.ssrn. com/sol3/papers.cfm?abstract_id=2811304 http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2811304 - *Date and time*: 24 October 2016 at 12:00 - *Room*: 2 BC 30
Hope to see you soon, all the best, Giorgia Callegaro