Dear all, Join us for our upcoming talk in the STAR seminar<https://www.mn.uio.no/math/english/research/groups/risk-stochastics/star-seminar/> series on Thursday, Septermber 17th, from 11:00 to 12:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Room 723 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/64362132069>. The speaker is Josep Vives (Universitat de Barcelona) with the talk: Title: Option price asymptotics under a stochastic volatility Lévy model with infinite activity jumps Abstract: We apply techniques of Malliavin-Skorokhod calculus for Lévy processes, including a suitable Hull-White type formula, to study the short-time asymptotics of the vanilla option price in the at-the-money (ATM), in-the-money (ITM) and out-of-the-money (OTM) scenarios, under a very general Lévy stochastic volatility model with infinite activity jumps. We are looking forward to seeing you! Best regards, Giulia, Salvador, Leonardo, Pere, and David