Systemic Risk Description Tao Chen Title: Acceptability Indices and g-Expectation Mr. Tao Chen will show the proof of time consistency for acceptability indices induced by g-Expectation and extend...
CDS Pricing Description Tao Chen Title: Acceptability Indices, g-Expectation and G-Expectation Mr. Tao Chen will finish proving the properties of dynamic acceptability indices induced by g-expectation...
CDS Pricing Description Tao Chen Title: Acceptability Indices, g-Expectation and G-Expectation Mr. Tao Chen will present the properties of dynamic acceptability indices induced by g-Expectation and...
Markov Copula Description Tao Chen Title: Acceptability Indices via g-Expectation Mr. Tao Chen will continue presenting what he started this week. Mariusz Neieweglowski Title: Markov Copula Dr...
Event Topic Mathematical Finance, Stochastic Analysis, and Machine Learning Stochastic & Multiscale Modeling and Computation
Event Topic Mathematical Finance, Stochastic Analysis, and Machine Learning Stochastic & Multiscale Modeling and Computation
Event Topic Mathematical Finance, Stochastic Analysis, and Machine Learning
Event Topic Mathematical Finance, Stochastic Analysis, and Machine Learning
Event Topic Mathematical Finance, Stochastic Analysis, and Machine Learning Stochastic & Multiscale Modeling and Computation
Event Topic Mathematical Finance, Stochastic Analysis, and Machine Learning Stochastic & Multiscale Modeling and Computation
