Arnaud Dufays (University of Laval)
Seminar room Rempart de la Vierge 8, NamurTitle : A new approach to volatility modeling: the High-Dimensional Markov model Abstract : A new model -- the high-dimensional Markov (HDM) …
Title : A new approach to volatility modeling: the High-Dimensional Markov model Abstract : A new model -- the high-dimensional Markov (HDM) …