演讲者：Chen Xu Li（北大光华管理学院）
时间：2018-12-13 16:30-17:30
地点：慧园3栋 518报告厅
Abstract: This paper proposes and implements a method for constructing ``stochastic volatility implied models'' designed to fit by construction the implied volatility data. The method hinges on the explicit relation linking stochastic volatility models with or without jumps and implied volatility data. The construction is fulfilled either parametrically or nonparametrically.
