IRTG Colloquium with Emmanuel Gobet

We are pleased to announce the next speaker in the Berlin Probability Colloquium of the IRTG: Our distinguished colleague, Professor Emmanuel Gobet (Ecole Polytechnique), is going to speak on Wednesday, 13 January, 5pm Berlin time on “Weak Approximations and VIX Option Prices Expansions in Rough Forward Variances Models“. 

The abstract of his talk can be downloaded as a PDF file under the following link: