Recovering the Probability Weights of Tail Events with Volatility Risk from Option Prices
CIREQ-Concordia Seminar 2012-2013joint with the Department of Economics, Concordia University room H-1145 (Concordia University, 1455 de Maisonneuve Blvd West, Hall Building, 11th floor) Organizer : Prosper Dovonon (514-848-2424 #3479)