Video From 24w5257: Modeling, Learning and Understanding: Modern Challenges between Financial Mathematics, Financial Technology and Financial Economics

Thursday, November 14, 2024 16:38 - 17:07
Stochastic path-dependent volatility models for price-storage dynamics in natural gas markets and discrete-time swing option pricing
Yang Yang, Video: Stochastic path-dependent volatility models for price-storage dynamics in natural gas markets and discrete-time swing option pricing
Yang Yang, Video: Stochastic path-dependent volatility models for price-storage dynamics in natural gas markets and discrete-time swing option pricing
Yang Yang, Stochastic path-dependent volatility models for price-storage dynamics in natural gas markets and discrete-time swing option pricing, Modeling, Learning and Understanding: Modern Challenges between Financial Mathematics, Financial Technology and Financial Economics, BIRS, BIRS talk, 24w5257, math, mathematics, video
Banff International Research Station
Banff International Research Station
presentation
mpeg4
69M
http://www.birs.ca/events/2024/5-day-workshops/24w5257/videos

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