Mathématiques financières et calcul stochastique

16-21 janv. 2023 Métabief (France)

FR EN

Programme

Semaine Lun. 16 Mar. 17 Mer. 18 Jeu. 19 Ven. 20 Sam. 21 Liste

‹ mercredi 18 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)

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)

Pause café

› 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)

Dîner

› 12631

Session

Discours

Logistique

Pause

Sortie

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