Erin Kelley
Seminar series for development economics students in Econ and ARE to present their research.
Erin Kelley
Seminar series for development economics students in Econ and ARE to present their research.
Speaker: Mathieu Rosenbaum, École Polytechnique
It has been recently shown that rough volatility models, where the volatility is driven by a fractional Brownian motion wi... read more
Jeff Weaver, USC/UCSD
Andreas Haufler, LMU
Joint with Public Finance seminar.
Andreas Haufler, LMU Munich
Gerard Roland, University of California, Berkeley