Institute of Information Theory and Automation

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Doc. RNDr. Miloš Kopa, Ph.D.

This person is no longer active at UTIA.
research fellow
Research interests: 
Optimization, stochastic programming, finance, quantitative management
Publications ÚTIA: 
2016-01-15 11:19

Person detail

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.