BEGIN:VCALENDAR
VERSION:2.0
PRODID:researchseminars.org
CALSCALE:GREGORIAN
X-WR-CALNAME:researchseminars.org
BEGIN:VEVENT
SUMMARY:Zhenjie Ren (Université Paris-Dauphine)
DTSTART;VALUE=DATE-TIME:20201029T080000Z
DTEND;VALUE=DATE-TIME:20201029T093000Z
DTSTAMP;VALUE=DATE-TIME:20240328T182202Z
UID:MathematicalFinance/1
DESCRIPTION:Title: Training Neural Networks and Mean-field Langevin dynamics\
nby Zhenjie Ren (Université Paris-Dauphine) as part of Osaka Webinar on M
athematical Finance\n\nAbstract: TBA\n
LOCATION:https://researchseminars.org/talk/MathematicalFinance/1/
END:VEVENT
BEGIN:VEVENT
SUMMARY:Gechun Liang (University of Warwick)
DTSTART;VALUE=DATE-TIME:20201112T080000Z
DTEND;VALUE=DATE-TIME:20201112T093000Z
DTSTAMP;VALUE=DATE-TIME:20240328T182202Z
UID:MathematicalFinance/2
DESCRIPTION:by Gechun Liang (University of Warwick) as part of Osaka Webin
ar on Mathematical Finance\n\nAbstract: TBA\n
LOCATION:https://researchseminars.org/talk/MathematicalFinance/2/
END:VEVENT
BEGIN:VEVENT
SUMMARY:Xiaolu Tan (The Chinese University of Hong Kong)
DTSTART;VALUE=DATE-TIME:20201203T080000Z
DTEND;VALUE=DATE-TIME:20201203T093000Z
DTSTAMP;VALUE=DATE-TIME:20240328T182202Z
UID:MathematicalFinance/3
DESCRIPTION:Title: A $C^{0\,1}$-functional Itô’s formula and its applications
in mathematical finance\nby Xiaolu Tan (The Chinese University of Hong
Kong) as part of Osaka Webinar on Mathematical Finance\n\nAbstract: TBA\n
LOCATION:https://researchseminars.org/talk/MathematicalFinance/3/
END:VEVENT
BEGIN:VEVENT
SUMMARY:Chao Zhou (National University of Singapore)
DTSTART;VALUE=DATE-TIME:20201217T080000Z
DTEND;VALUE=DATE-TIME:20201217T093000Z
DTSTAMP;VALUE=DATE-TIME:20240328T182202Z
UID:MathematicalFinance/4
DESCRIPTION:Title: Relative wealth concerns with partial information and heteroge
neous priors\nby Chao Zhou (National University of Singapore) as part
of Osaka Webinar on Mathematical Finance\n\nAbstract: TBA\n
LOCATION:https://researchseminars.org/talk/MathematicalFinance/4/
END:VEVENT
BEGIN:VEVENT
SUMMARY:Miklós Rásonyi (Alfréd Rényi Institute of Mathematics)
DTSTART;VALUE=DATE-TIME:20210107T080000Z
DTEND;VALUE=DATE-TIME:20210107T093000Z
DTSTAMP;VALUE=DATE-TIME:20240328T182202Z
UID:MathematicalFinance/5
DESCRIPTION:Title: Invariant measures for stochastic volatility models\nby Mi
klós Rásonyi (Alfréd Rényi Institute of Mathematics) as part of Osaka
Webinar on Mathematical Finance\n\nAbstract: TBA\n
LOCATION:https://researchseminars.org/talk/MathematicalFinance/5/
END:VEVENT
BEGIN:VEVENT
SUMMARY:Dylan Possamaï (ETH Zürich)
DTSTART;VALUE=DATE-TIME:20210114T080000Z
DTEND;VALUE=DATE-TIME:20210114T093000Z
DTSTAMP;VALUE=DATE-TIME:20240328T182202Z
UID:MathematicalFinance/6
DESCRIPTION:Title: Time--inconsistent control and backward integral Volterra SDEs
\nby Dylan Possamaï (ETH Zürich) as part of Osaka Webinar on Mathema
tical Finance\n\nAbstract: TBA\n
LOCATION:https://researchseminars.org/talk/MathematicalFinance/6/
END:VEVENT
END:VCALENDAR