7 events found.
Week of Events
Sunday, October 13, 2019
No events on this day.
Monday, October 14, 2019
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October 14, 2019 -Applied Math Talk: A Full Asymptotic Series of European Call Option Prices in the SABR Model with Beta = 1 given by Zhengji Guo (CGU)
Applied Math Talk: A Full Asymptotic Series of European Call Option Prices in the SABR Model with Beta = 1 given by Zhengji Guo (CGU)
We develop two new pricing formulae for European options. The purpose of these formulae is to better understand the impact of each term of the model, as well as improve […]
Tuesday, October 15, 2019
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Wednesday, October 16, 2019
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Thursday, October 17, 2019
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Friday, October 18, 2019
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Saturday, October 19, 2019
No events on this day.