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OT Methodology for Non-parametric Calibration of Financial Models

Fields Institute via YouTube

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This seminar talk by Jan Obloj from the University of Oxford explores optimal transport (OT) methodology for non-parametric calibration of financial models as part of the Fields Institute's Quantitative Finance Seminar series. Discover advanced mathematical techniques for model calibration in finance without relying on parametric assumptions, presented by a leading researcher in the field.

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OT Methodology for non-parametric calibration of financial models

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Fields Institute

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