Seminar Probabilités-Statistiques-Contrôle

Event type:
Seminar
Event name:
Probabilités-Statistiques-Contrôle
Start at:
june 3, 2024
Place:
ENSTA Paris, Salle 2320
Responsible team:
OC
Title:
Seminar of "Stochastic Analysis"
Detail:
  • 15h30 - Monique JEANBLANC (Evry). "Projections of semimartingales and applications."

  • 16h30 - Pause café et discussion.

  • 17h00 - Beatrice ONGARATO (Padova et ENSAE). Semi-static variance-optimal hedging with self-exciting jumps.