Disputation

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

10 nov

Disputation

fredag 2017-11-10, 13.00

Medverkande: José Morlanes

Plats: 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 (Disputation) William Olssonsalen, Geovetenskapens hus, Stockholm University (KTH, Stockholm, Sweden)José Morlanes: Some Extensions of the Fractional Ornstein-Uhlenbeck Model: Arbitrage and Other Applications (Disputation)