Pricing ultra-short-term volatility surfaces
Federico Bandi (Johns Hopkins University, United States)
- Erasmus Econometric Institute Series
Federico Bandi (Johns Hopkins University, United States)
Melanie Luhrmann (University of London, United Kingdom)
Laurens Cherchye (KU Leuven, Belgium)
Fantine Tingfang Xiao
Eric Bonsang (PSL–Paris-Dauphine University, France)
Bauke Visser , (brownbag seminar)
Lisa Spantig (RWTH Aachen University, Germany)
Miriam Wüst (University of Copenhagen, Denmark)
Antonella Bancalari (Institute for Fiscal Studies, United Kingdom)
Marlies Bar (Erasmus University Rotterdam)
Abi Adams (University of Oxford, United Kingdom)
Thomas Siedler (Universität Potsdam, Germany)
Mathias Doepke (London School of Economics, United Kingdom)