Mathématiques financières et calcul stochastique

16-21 Jan 2023 Métabief (France)

FR EN

Planning

Week Mon. 16 Tue. 17 Wed. 18 Thu. 19 Fri. 20 Sat. 21 List

‹ Wednesday, January 18, 2023 ›

07:00

08:00

09:00

10:00

11:00

12:00

13:00

14:00

15:00

16:00

17:00

18:00

19:00

20:00

›7:30 (2h)

Breakfast

› 12631

›9:30 (2h30)

Free

› -1

›12:00 (1h30)

Lunch

› 12631

›14:00 (45min)

Large-scale Wasserstein gradient flows with applications for computing diffusions
Evgeny Burnaev

› 12630

›14:45 (45min)

Ergodic robust maximization of asymptotic growth under stochastic volatility
Josef Teichmann

› 12630

›15:30 (30min)

The Transfer Principal: Universal Approximators Between Metric Spaces From Euclidean Universal Approximators
Anastasis Kratsios

› 12630

›16:00 (30min)

Coffee break

› 12632

›16:30 (30min)

Properties of utility maximization functionals for non-concave utility function in complete market model
Olena Bahchedjioglou

› 12630

›17:00 (30min)

ractional integral equations with weighted Takagi–Landsberg functions
Vitalii Makogin.

› 12630

›19:00 (1h30)

Dinner

› 12631

Session

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