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 ]
| Titolo | Formato (Lingua, Dimensione, Data pubblicazione) |
|---|---|
| Lucian Maticiuc - Path dependent partial differential equation with applications in Mathematical Finance |
 pdf (en, 81 KB, 13/11/14)
|
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