CRM: Centro De Giorgi
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XVII Workshop on Quantitative Finance -- Session on MATHEMATICAL FINANCE III (Sala Azzurra)

Parallel Sessions

29 January 2016 - 29 January 2016

Timetable

Date Time Speaker Room
Fri 29 Jan 14:00- 15:30 Christa, Cuchiero
"Polynomial processes in stochastic portfolio theory"
Sala Azzurra
14:00- 15:30 Macaluso, Filippo - Mira, Antonietta - Schneider, Paul
"How to sample from a distribution when only the moments are known with an application to affine"
Sala Azzurra