| 23/06/22 | Michael Benzaquen | Endogenous Liquidity Crises in Financial Markets: A Physicist's Perspective |
| 09/06/22 | Gudmund Pammer | The Wasserstein space of stochastic processes and computational aspects. |
| 02/06/22 | Paul Gassiat | Erreur faible dans les schémas numériques pour volatilité rugueuse. |
| 19/05/22 | Cristina Di Girolami | On the dynamic programming approach to optimal control of delay equations with delay in the control, a deterministic case. |
| 12/05/22 | Zorana Grbac | Term Structure Modeling With Overnight Rates Beyond Stochastic Continuity |
| 21/04/22 | Demi-journée Labex Assurance | |
| 14/04/22 | Livraison PREMIA (centre Inria Paris 9h-12h) | |
| 07/04/22 | Séminaire commun MATHRISK / LPSM | Amphi Turing, bâtiment Sophie Germain, Paris Diderot |
| 09h00-09h45 : Giulia Di Nunno | Stochastic games for Volterra time-changed Levy dynamics | |
| 09h45-10h30 : Aurélien Alfonsi | Approximation of Optimal Transport problems with marginal moments constraints | |
| 11h00-11h45 : Marianne Akian | Tropical numerical methods for solving stochastic control problems | |
| 11h45-12h30 : Jean-François Chassagneux | Numerical approximation of singular FBSDEs: application to carbon market | 31/03/22 | Maximilien Germain | Control of state-constrained McKean-Vlasov equations: application to portfolio selection |
| 17/03/22 | Leila Bassou | L'équilibre de Nash entre N agents économiques qui se détiennent mutuellement |
| 10/03/22 | ** Colloquium CERMICS Hugo Duminil-Copin** | |
| 17/02/22 | Luca Galimberti | Infinite-dimensional neural networks and Cauchy problems and pricing of derivatives |
| 10/02/22 | Alexandre Richard | Quantitative particle approximation of nonlinear Fokker-Planck equations with singular kernel |
| 27/01/22 | Giulia Livieri | Analysis of bank leverage via dynamical systems and deep neural networks |
| 13/01/22 | Tomas Mehdi | A characterisation of cross-impact kernels |
| 16/12/21 | Agnès Sulem | Non-linear mixed optimal control/ stopping (game) problems and applications to American options in incomplete markets with imperfections |
| 09/12/21 | Chiara Amorino | On the rate of estimation for the stationary distribution of stochastic differential equations with and without jumps. |
| 02/12/21 | Yifeng Qin | Total variation distance between a jump-equation and its Gaussian approximation |
| 18/11/21 | Thomas Deschatre et Pierre Gruet | Electricity intraday price modeling with marked Hawkes processes |
| 14/10/21 | Sophian Mehalla | Taux d'intérêt pour l'assurance : approximations et calibrages de modèles |
| 07/10/21 | Michael Allouche | EV-GAN: Simulation of extreme events with ReLU neural networks |
| 30/09/21 | Lucia Caramellino | Convergence rate of a hybrid numerical scheme for pricing options |