------------------------------------------------------------------------ Joint Seminar: TU Wien, University of Vienna and WU Vienna ------------------------------------------------------------------------

Th., 9.01.2020, 16:30, lecture hall HS11 Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor

Wei Xu (HU Berlin, DE) https://www.applied-financial-mathematics.de/wei-xu "The Microstructure of Stochastic Volatility Models with Self-Exciting Jump Dynamics" (Vienna Seminar in Mathematical Finance and Probability)

For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/

------------------------------------------------------------------------