<div class="csl-bib-body">
<div class="csl-entry">Gerhold, S. (2023, March 7). <i>Asymptotic pricing of VIX options under rough volatility</i> [Conference Presentation]. 16th German Probability and Statistics Days 2023, Essen, Germany.</div>
</div>
-
dc.identifier.uri
http://hdl.handle.net/20.500.12708/191540
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dc.language.iso
en
-
dc.subject
rough volatility
en
dc.subject
option pricing
en
dc.subject
asymptotics
en
dc.title
Asymptotic pricing of VIX options under rough volatility
en
dc.type
Presentation
en
dc.type
Vortrag
de
dc.type.category
Conference Presentation
-
tuw.researchTopic.id
A4
-
tuw.researchTopic.id
C4
-
tuw.researchTopic.name
Mathematical Methods in Economics
-
tuw.researchTopic.name
Mathematical and Algorithmic Foundations
-
tuw.researchTopic.value
20
-
tuw.researchTopic.value
80
-
tuw.publication.orgunit
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
-
tuw.author.orcid
0000-0002-4172-3956
-
tuw.event.name
16th German Probability and Statistics Days 2023
en
tuw.event.startdate
07-03-2023
-
tuw.event.enddate
10-03-2023
-
tuw.event.online
On Site
-
tuw.event.type
Event for scientific audience
-
tuw.event.place
Essen
-
tuw.event.country
DE
-
tuw.event.presenter
Gerhold, Stefan
-
wb.sciencebranch
Wirtschaftswissenschaften
-
wb.sciencebranch
Mathematik
-
wb.sciencebranch.oefos
5020
-
wb.sciencebranch.oefos
1010
-
wb.sciencebranch.value
20
-
wb.sciencebranch.value
80
-
item.languageiso639-1
en
-
item.openairetype
conference paper not in proceedings
-
item.grantfulltext
none
-
item.fulltext
no Fulltext
-
item.cerifentitytype
Publications
-
item.openairecristype
http://purl.org/coar/resource_type/c_18cp
-
crisitem.author.dept
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
-
crisitem.author.orcid
0000-0002-4172-3956
-
crisitem.author.parentorg
E105 - Institut für Stochastik und Wirtschaftsmathematik
