We are pleased to announce the next meeting of the seminar Empirical Mathematical Finances under the research activities of Institute of Mathematics and Informatics - Bulgarian Academy of Sciences (IMI-BAS), which will be held on 10.06.2014 (Tuesday) at 18.00, in the 403 hall in the IMI-BAS (the address: Acad. G. Bonchev st. bl. 8, Sofia, BULGARIA).

The topic is:

Heston-Bates stochastic volatility models for option pricing.

Lecturer: Tsvetelin Zaevski, IMI-BAS