Bayesian Working Group: Nick Syring, A Bayesian Take on Option Pricing with Gaussian Processes
Feb 24, 2023 - 12:00 PM
to Feb 24, 2023 - 1:00 PM
Location
2113 Snedecor
Speaker: Nick Syring, Assistant Professor, Iowa State University
Title: A Bayesian Take on Option Pricing with Gaussian Processes