Talk page

Title:
Stochastic path-dependent volatility models for price-storage dynamics in natural gas markets and discrete-time swing option pricing

Speaker:
Yang Yang

Link:
http://www.birs.ca/events/2024/5-day-workshops/24w5257/videos/watch/202411141638-Yang.html

Workshop:
Birs- 24w5257: Modeling, Learning and Understanding: Modern Challenges between Financial Mathematics, Financial Technology and Financial Economics