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José Morlanes: Some Extensions of the Fractional Ornstein-Uhlenbeck Model: Arbitrage and Other Applications

10 Nov

Dissertation

Friday 2017-11-10, 13:00

Participating: José Morlanes

Location: William Olssonsalen, Geovetenskapens hus, Stockholm University

2017-11-10T13:00:00.000+01:00 2017-11-10T13:00:00.000+01:00 José Morlanes: Some Extensions of the Fractional Ornstein-Uhlenbeck Model: Arbitrage and Other Applications (Dissertation) William Olssonsalen, Geovetenskapens hus, Stockholm University (KTH, Stockholm, Sweden)José Morlanes: Some Extensions of the Fractional Ornstein-Uhlenbeck Model: Arbitrage and Other Applications (Dissertation)