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DTSTAMP:20080516T161706Z
CREATED:20080417T180250Z
UID:ATEvent-e1c4692261b10d595dc1ade9ede79fd3
LAST-MODIFIED:20080512T154459Z
SUMMARY:Differential Equations and Dynamics Seminar
DTSTART:20080602T201000Z
DTEND:20080602T210000Z
DESCRIPTION:Implied volatility in stochastic volatility models\, by Ar
 chil Gulisashvilli (Ohio University\, Dept. of Mathematics)
LOCATION:Morton 322
CATEGORIES:Seminar
CONTACT:Todd Young\, 740-593-1285\, young@math.ohiou.edu
CLASS:PUBLIC
END:VEVENT
END:VCALENDAR