Arrangementer - Side 4
Paul Krühner (Universitetet i Oslo) holder et seminar med tittelen: On infinite dimensional modelling in electricity finance
Sara Blanco (Universitetet i Oslo) holder et seminar med tittelen: Forwards and spots in energy markets modelled by Lévy Semistationary Processes.
Marcus K. V. Eriksson (Universitetet i Oslo) holder et seminar med tittelen: A valuation model with minimal and maximal constraints for swing options.
Rama Cont (Imperial College) holder et seminar med tittelen: Functional Ito calculus and functional Kolmogorov equations
Donna Mary Salopek (Uni. South Wales) holder et seminar med tittelen: Stochastic Evolution Equations driven by Liouville Fractional Brownian motion
Benedykt Szozda (Uni. Aarhus) holder et seminar med tittelen: Anticipative extension of the Ito integral
Paul Kruehner, MAWREM/CMA, holder et seminar med tittelen: Subordination of Hilbert space valued Lévy processes
Salvador Ortiz-Latorre, EMMOS/CMA, holder et seminar med tittelen: A second order approximation of the continuous time filtering problem
Krzystzof Paczka, CMA, holder et seminar med tittelen: G-Lévy processes: Ito calculus, jumps diffusions and robust optimal control
Nigel Cutland (Uni. York) holder et seminar med tittelen: An infinitesimal introduction to DEs driven by rough paths
Steffen Sjursen, CMA, holder et seminar med tittelen: On chaos representation and orthogonal polynomials for the doubly stochastic Poisson process
Torstein Nilssen, CMA, holder et seminar med tittelen: Noise Prevents Singularities in Linear Transport Equations
Rüdiger Kiesel,Uni. Essen/CMA, holder et seminar med tittelen: Model Risk for Energy Markets
Andre Suess, Uni. Barcelona, holder et seminar med tittelen: Integration theory for infinite dimensional processes
Nils Detering, Frankfurt School of Finance and Management, holder et seminar med tittelen: Measuring the model risk of contingent claims
Atsushi Takeuchi, Uni. Osaka City, holder et seminar med tittelen: Asymptotic behavior of densities for stochastic functional differential equations
Jukka Lempa, EMMOS/CMA, holder et seminar med tittelen: Some Properties of Harmonic Functions for Diffusion Processes
Atsushi Takeuchi (Uni. Osaka City) holder et seminar med tittelen: Positivity of Densities for Stochastic Differential Equations Driven by Gamma Processes
An Ta Thi Kieu, InnoStoch/CMA, holder et seminar med tittelen: Stochastic optimal control of forward–backward stochastic system under G–Lévy process
Wilson Charles, Uni. Dar Es Salaam, holder et seminar med tittelen: Application of stochastic differential equations to model dispersion of pollutants in shallow water
Paul Kruehner holder et seminar med tittelen: On a term structure approach for stock options
Nils Framstad, UiO, holder et seminar med tittelen: Generalizations of elliptical distributions and their portfolio separation properties
Imran Taib, CMA, holder et seminar med tittelen: Pricing of temperature index insurance
CANCELLED: Nils Framstad, UiO, holder et seminar med tittelen: Generalizations of elliptical distributions and their portfolio separation properties