Wolfgang Pauli Institute (WPI) Vienna

Working Group on "Infinite Dimensional Polynomial Processes" (external website )

Location: WPI, OMP 1, Seminar Room 08.135 Mon, 2. Sep (Opening: 9:00) - Sat, 7. Sep 19
Organisation(s)
WPI 		Organiser(s)
Fred Espen Benth (U. Oslo)

Talks in the framework of this event


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)

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