Advances in Financial Mathematics
10-13 Jan 2017 Paris (France)
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sciencesconf.org:fin-risks2017:132120
Remarks on rough Bergomi: asymptotics and calibration
Antoine Jacquier
1
1 :
Imperial College London
TBA
Subject :
:
Invited talk in a mini-symposium
Topics
:
Financial Engineering
Presentation
Jacquier.pdf
Online user:
1
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