Identification-Robust Inference for Risk Prices in Structural Stochastic Volatility Models All are welcome.
Unless otherwise specified, the Stochastic Finance seminar takes place on Fridays at 1100am in room A1.01, Zeeman Building
|18.10.2019||John Armstrong (Kings College London)|
|Isomorphisms of Markets|
|08.11.2019||Renyuan Xu (Oxford University)|
|A Case Study on Pareto Optimality for Collaborative Stochastic Games|
|15.11.2019||Eric Renault (Univeristy of Warwick)|
|Identification-Robust Inference for Risk Prices in Structural Stochastic Volatility Models|
|22.11.2019||Andreas Kyprianou (University of Bath)|
|Entrance and exit at infinty for stable jump diffusions|
|29.11.2019||Miryana Grigorova (University of Leeds)|
|A non-linear incomplete market model with default: Pricing of European and American options|
For further information, please contact the seminar organiser Yan Qu.