Dr Oberoi was invited to the IFSID third conference on derivatives to dicuss the paper ‘The Effects of Asymmetric Volatility and Jumps on the Pricing of VIX Derivatives’ by Yang‐Ho Park, Federal Reserve Board
http://expertise.hec.ca/ifsid/en/events/ifsid-third-conference-on-derivatives/ http://expertise.hec.ca/ifsid/en/wp-content/uploads/2014/09/PROGRAM_2014_EN.pdf