Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes
Date:
Wednesday, 14 September, 2022 - 16:00 - 17:00
Venue:
Meeting ID: 965 5909 0075, Passcode: 230412
Seminar Type:
Hong Kong - Singapore Joint Seminar Series in Financial Mathematics/Engineering
Speaker Name:
Prof. Emmanuel GOBET
Affiliation:
Ecole Polytechnique, France
Poster:
