Giorgia Callegaro, Lucio Fiorin and Martino Grasselli – 30/01/18

from Quantcast – a Risk.net Cutting Edge podcast · host Quantcast – a Risk.net Cutting Edge podcast

Giorgia Callegaro, Lucio Fiorin and Martino Grasselli, authors of 'American quantized calibration in stochastic volatility', introduce a pricing model for European and American-style options with stochastic volatility.

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Giorgia Callegaro, Lucio Fiorin and Martino Grasselli – 30/01/18

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