Path dependent partial differential equation with applications in Mathematical Finance

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Speaker:  Lucian Maticiuc - Department of Mathematics "Gheorghe Asachi" Technical University
  Thursday, November 20, 2014 at 1:30 PM 2 hours

 We will present a self contained introduction to  path dependent partial differential equation in stochastic framework, also considering memory effects and aiming at exploiting related results in financial frameworks characterized by various forms of delay. The talk will be divided in two parts of 45 minutes each. 

The seminar will be held in Room M [ Ca' Vignal 2 , first floor ]

 
Title Format  (Language, Size, Publication date)
Lucian Maticiuc - Path dependent partial differential equation with applications in Mathematical Finance  pdfpdf (en, 81 KB, 13/11/14)
Programme Director
Luca Di Persio
External reference
Publication date
November 11, 2014

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