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1:30 pm AMS Seminar: Helyette Geman (JHU) @ Whitehead 304
AMS Seminar: Helyette Geman (JHU) @ Whitehead 304
Nov 16 @ 1:30 pm – 2:30 pm
Title: Transaction Clock, Stochastic Time Changes  and Stochastic Volatility Abstract: The first part of the talk will establish that, by No Arbitrage, the log – price process of a stock has to be a time-changed Brownian[...]
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