Documents Evaluation and pricing of risk under stochastic volatility Giacomo Bormetti Scuola Normale...

Evaluation and pricing of risk under stochastic volatility Giacomo Bormetti Scuola Normale Superiore, Pisa Agenda P versus Q: a brief overview of two branches of quantitative…

Documents Evaluation and pricing of risk under stochastic volatility

Evaluation and pricing of risk under stochastic volatility Giacomo Bormetti Scuola Normale Superiore, Pisa Agenda P versus Q: a brief overview of two branches of quantitative…