From No-arbitrage to Rough Volatility via Market Impact

ORFE Financial Mathematics Seminar

Mathieu Rosenbaum, Ecole Polytechnique

November 08

4:30 pm

Sherrerd Hall, 101

See event website for additional details and how to view or participate.

Sponsors

Sherrerd Hall

Operations Research and Financial Engineering

Developing mathematical and computational tools for making decisions under uncertainty