HomeProjectsConference. The Vanna-Volga Method and Smile-consistent Implied Volatility of Equity Index Option

Conference. The Vanna-Volga Method and Smile-consistent Implied Volatility of Equity Index Option

Main applicant
DSc (Econ) Kun Huang
Project name
Conference. The Vanna-Volga Method and Smile-consistent Implied Volatility of Equity Index Option
Amount
2 500 €
Year
2019
Purpose of use
Conference trip
Support type
General call for applications
Grant category
Other (as specified by the applicant)
Region
Uusimaa
Fund
Huugo ja Vilma Oksasen rahasto