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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)

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