Date | Orateur | Titre |
26/06/14 | Andreea Minca (14h00) | When Do Creditors with Heterogeneous Beliefs Agree to Run? |
26/06/14 | Thibaut Jaisson (13h00) | Limit theorems for nearly unstable Hawkes processes |
02/06/14 | Marie-Claire Quenez (14h00) Dan Goreac (15h00) | Double barrier reflected BSDEs and generalized Dynkin Games. |
22/05/14 | Plamen Turkedjief | Two schemes for discretizing Markovian quadratic BSDEs with Holder continuous terminal condition. |
15/05/14 | Mark Podolskij | A test for the rank of the volatility process: the random perturbation approach |
10/04/14 | Guillaume Poly | La loi du logarithme itéré par la métrique de Wasserstein |
27/03/14 | Dylan Possamaï | Moral Hazard in Dynamic Risk Management |
10/03/14 | Thomas Kruse | BSDEs with singular terminal condition and applications to optimal trade execution |
13/02/14 | Vincent Lemaire | Multilevel Richardson-Romberg extrapolation |
03/02/14 | Sophie Laruelle | Algorithmes stochastiques appliqués en microstructure |
30/01/14 | Jean-François Chassagneux | Stabilité numérique de schémas d'EDSR |
23/01/14 | Sebastian Niklitschek-Soto | Probabilistic interpretation of some PDEs and associated numerical methods |
13/12/13 | Frederi Viens | Comparaisons sur l'espace de Wiener avec applications |
29/11/13 | Youssef Ouknine | Topics related to inhomogenuous skew Brownian motion |
22/11/13 | Ayech Bouselmi | Comportement du prix critique d'un put américain près de l'échéance dans un modèle Jump diffusion |
15/11/13 | Takanori Adachi | A categorical framework for risk measure theory |
08/11/13 | Pierre Blanc | The fine structure of volatility feedback : overnight and intra-day effects |
11/10/13 | Benjamin Jourdain | Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler scheme |
04/10/13 | Masaaki Fukasawa | Effective discretization of stochastic differential equations |