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Mathieu Rosenbaum – 11/04/19 episode artwork

EPISODE · Apr 12, 2019 · 22 MIN

Mathieu Rosenbaum – 11/04/19

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

Combination of rough volatility and the classical Heston model gives promising results

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Combination of rough volatility and the classical Heston model gives promising results

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Mathieu Rosenbaum – 11/04/19

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Frequently Asked Questions

How long is this episode of Quantcast – a Risk.net Cutting Edge podcast?

This episode is 22 minutes long.

When was this Quantcast – a Risk.net Cutting Edge podcast episode published?

This episode was published on April 12, 2019.

What is this episode about?

Combination of rough volatility and the classical Heston model gives promising results

Can I download this Quantcast – a Risk.net Cutting Edge podcast episode?

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