16-21 janv. 2023 Métabief (France)

Programme

‹ mardi 17 janvier 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)
Petit déjeuner
› 12631
›9:30 (2h30)
Libre
› -1
›12:00 (1h30)
Déjeuner
› 12631
›14:00 (45min)
Regularized mean field optimization prob- lems
Zhenjie Ren
› 12630
›15:45 (30min)
Backward Stochastic Differential Equations with interaction
Jasmina Djorevic
› 12630
›16:15 (30min)
Pause café
› 12632
›16:45 (30min)
Signature stochastic volatility mod- els: pricing and hedging with Fourier
Louis-Amand Gérard
› 12630
›17:15 (30min)
VOLTERRA SANDWICHED VOLATILITY MODEL: MARKOVIAN APPROXIMATION AND HEDG- ING
A. Yurchenko-Tytarenko
› 12630
›19:00 (1h30)
Dîner
› 12631
Session
Discours
Logistique
Pause
Sortie
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