© Universität Bielefeld
Center for Mathematical Economics
Published on
1. Februar 2019
Category
Forschung
Maren Schmeck and Annika Kemper participate in the EFI4 Workshop, Milano (February 4 – 5)
Maren Schmeck and Annika Kemper participate in the Energy Finance Italia 4 Workshop in Milano, Italy, on February 4 – 5.
Maren Schmeck speaks about The seasonality in the Implied Accumulated Volatility of Electricity Options. Annika Kemper speaks about Option on Futures in Energy Markets: an Affine Seasonal Stochastic Volatility Model.
Maren Schmeck speaks about The seasonality in the Implied Accumulated Volatility of Electricity Options. Annika Kemper speaks about Option on Futures in Energy Markets: an Affine Seasonal Stochastic Volatility Model.