BEGIN:VCALENDAR
VERSION:2.0
PRODID:researchseminars.org
CALSCALE:GREGORIAN
X-WR-CALNAME:researchseminars.org
BEGIN:VEVENT
SUMMARY:Zhenjie Ren (Université Paris-Dauphine)
DTSTART:20201029T080000Z
DTEND:20201029T093000Z
DTSTAMP:20260422T225824Z
UID:MathematicalFinance/1
DESCRIPTION:Title: <a href="https://researchseminars.org/talk/Mathematical
 Finance/1/">Training Neural Networks and Mean-field Langevin dynamics</a>\
 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:20201112T080000Z
DTEND:20201112T093000Z
DTSTAMP:20260422T225824Z
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:20201203T080000Z
DTEND:20201203T093000Z
DTSTAMP:20260422T225824Z
UID:MathematicalFinance/3
DESCRIPTION:Title: <a href="https://researchseminars.org/talk/Mathematical
 Finance/3/">A $C^{0\,1}$-functional Itô’s formula and its applications 
 in mathematical finance</a>\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:20201217T080000Z
DTEND:20201217T093000Z
DTSTAMP:20260422T225824Z
UID:MathematicalFinance/4
DESCRIPTION:Title: <a href="https://researchseminars.org/talk/Mathematical
 Finance/4/">Relative wealth concerns with partial information and heteroge
 neous priors</a>\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:20210107T080000Z
DTEND:20210107T093000Z
DTSTAMP:20260422T225824Z
UID:MathematicalFinance/5
DESCRIPTION:Title: <a href="https://researchseminars.org/talk/Mathematical
 Finance/5/">Invariant measures for stochastic volatility models</a>\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:20210114T080000Z
DTEND:20210114T093000Z
DTSTAMP:20260422T225824Z
UID:MathematicalFinance/6
DESCRIPTION:Title: <a href="https://researchseminars.org/talk/Mathematical
 Finance/6/">Time--inconsistent control and backward integral Volterra SDEs
 </a>\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