CREATES lunch seminar: Wei Wei, North Carolina State University
Title: A Jump Diffusion Model for Volatility and Duration
Info about event
Time
Location
Fuglesangs Allé 4, 8210 Aarhus V, building 2628, room 303
CREATES arranges lunch seminars on a regular basis, normally on Tuesdays. The speakers are usually CREATES members, mostly PhD-students and postdocs. The speakers can also be visiting PhD-students or professors.
Each lunch seminar is followed by a discussion of the paper presented.
Organizers: Peter Exterkate and Johannes Tang Kristensen.
Place: CREATES meeting room, M303, building 2628 (M)