Stochastics and Finance (2019/2020)
Organizers: Christa Cuchiero (WU Wien), Fred Espen Benth (U. Oslo), Nikolas Hautsch (WPI c/o U. Wien), PF Valery Kholodnyi (Verbund), Peter Friz (TU Berlin), OTPF
Almut Veraart (IC London)
Talks
| Svaluto-Ferro, Sara (U. Wien) |
WPI, OMP 1, Seminar Room 08.135 |
Thu, 5. Sep 19, 14:00 |
| Infinite dimensional polynomial processes and applications to rough volatility modeling (Part I) |
TBA |
- Thematic program: Stochastics and Finance (2019/2020)
- Event: Working Group on "Infinite Dimensional Polynomial Processes" (2019)
|
| Cuchiero, Christa (U. Wien) |
WPI, OMP 1, Seminar Room 08.135 |
Thu, 5. Sep 19, 14:30 |
| Infinite dimensional polynomial processes and applications to rough volatility modeling (Part II) |
TBA |
- Thematic program: Stochastics and Finance (2019/2020)
- Event: Working Group on "Infinite Dimensional Polynomial Processes" (2019)
|
| Detering, Nils (Santa Barbara, California) |
WPI, OMP 1, Seminar Room 08.135 |
Thu, 5. Sep 19, 15:30 |
| Directed Chain Stochastic Differential Equations |
TBA |
- Thematic program: Stochastics and Finance (2019/2020)
- Event: Working Group on "Infinite Dimensional Polynomial Processes" (2019)
|
| Eisenberg, Paul (U. Liverpool) |
WPI, OMP 1, Seminar Room 08.135 |
Thu, 5. Sep 19, 16:00 |
| Abstract polynomial processes |
TBA |
- Thematic program: Stochastics and Finance (2019/2020)
- Event: Working Group on "Infinite Dimensional Polynomial Processes" (2019)
|
| Khedher, Asma (U. Amsterdam) |
WPI, OMP 1, Seminar Room 08.135 |
Thu, 5. Sep 19, 16:30 |
| Semimartingale characterstics in Hilbert space |
TBA |
- Thematic program: Stochastics and Finance (2019/2020)
- Event: Working Group on "Infinite Dimensional Polynomial Processes" (2019)
|