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Joint Seminar: TU Wien, University of Vienna and WU Vienna
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Thu., 11.2.2020, 16:15(!), seminar room DC rot 07
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, red area
Elisa Alòs (Universitat Pompeu Fabra, Barcelona, ES)
https://www.upf.edu/web/elisa-alos
"Discretization errors in variance swaps"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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