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Doc. RNDr. Miloš Kopa, Ph.D.
This person is no longer active at UTIA.
Position:
research fellow
Department:
Department of Econometrics
Research interests:
Optimization, stochastic programming, finance, quantitative management
Publications ÚTIA:
list
2016-01-15 11:19
Person detail
Projects
Arbitrage-free modelling of implied volatility in options
Duration:
2013
-
2015
The project deals with modelling of options implied volatility where the implied volatility is considered as a function of strike price and time to maturity.