Talk page

Title:
Rough Volatility - from microstructural foundations to smile

Speaker:
Mathieu Rosenbaum

Link:
http://www.birs.ca/events/2016/5-day-workshops/16w5134/videos/watch/201605241518-Rosenbaum.html

Workshop:
Birs- 16w5134: Stochastic Analysis and Mathematical Finance - A Fruitful Partnership