Dear all, this is to announce a seminar which will be given by Giulia Livieri (Scuola Normale Superiore di Pisa) at the Mathematics Department of the University of Padova.
The title and all the details follow:
*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 *Date and time*: 24 October 2016 at 12 *Room*: 2 BC 30
See you soon, best regards, Giorgia Callegaro