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Videos linked to 91G20 Derivative securitiesMore +
![European and american options in a non-linear incomplete market with default]()
50:10published on September 27, 2022European and american options in a non-linear incomplete market with default
By Marie-Claire Quenez
![Affine Volterra processes and models for rough volatility]()
27:21published on November 21, 2017Affine Volterra processes and models for rough volatility
By Martin Larsson
![Pathwise or quasi-sure towards dynamic robust framework for pricing and hedging]()
41:12published on November 17, 2017Pathwise or quasi-sure towards dynamic robust framework for pricing and hedging
By Jan Obloj
