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VERSION:2.0
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BEGIN:VEVENT
UID:node-1391@economics.ceu.edu
DTSTAMP:20190527T090000Z
DTSTART:20190527T090000Z
DTEND:20190527T101500Z
SUMMARY:BESS - Implied Stochastic Volatility Models
DESCRIPTION: AbstractThis paper proposes to build "implied stochastic volatility models" designed to fit option-implied volatility data, and implements a method to construct such models. The method is based on explicitly linking shape characteristics of the implied volatility surface to the specification of the stochastic volatility model. We propose and implement parametric and nonparametric versions of implied stochastic volatility models. - https://economics.ceu.edu/events/2019-05-27/bess-implied-stochastic-volatility-models
LOCATION:101 - Quantum
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