Stochastics and Finance (2018/2019)

Organizers: Christa Cuchiero (U. Wien), PF Fred Espen Benth (U. Oslo), Nikolas Hautsch (WPI c/o U. Wien), PF Valery Kholodnyi (Verbund), Josef Teichmann (WPI c/o ETH Zürich), OTPF Almut Veraart (IC London)

Events

Stochastic Finance Workshop (external website )
Location: Wien/Salzburg Time: 30. Jun 2018 (Sat) - 5. Jul 2018 (Thu); Opening: 9:00
Topics: Rough volatility Machine learning Mean field games Branching processes Non-linear PDEs
Organisation(s) WPI U.Wien U.Freiburg ETH Zürich Organiser(s) Christa Cuchiero (U. Wien) Irene Klein (U. Wien) Thorsten Schmidt (U. Freiburg) Josef Teichmann (WPI c/o ETH Zürich)

Talks in the framework of this thematic program... (by date) , (by name)

Pauli Fellows