PhD defence Anton van der Stoep (Scientific Computing)

Pricing and Calibration with Stochastic Local Volatility Models in a Monte Carlo Setting
  • What Scientific Computing English Not a Seminar
  • When 26-03-2019 from 12:30 to 13:30 (Europe/Amsterdam / UTC100)
  • Where TU Delft
  • Contact Name
  • Add event to calendar iCal

You are cordially invited to the public defence of Anton van der Stoep on his PhD thesis titled:

Pricing and Calibration with Stochastic Local Volatility Models in a Monte Carlo Setting

Promotor: prof. dr. C.W. Oosterlee (CWI, TU Delft)
Co-promotor: dr. ir. L.A. Grzelak (Rabobank, TU Delft)