XVII Workshop on Quantitative Finance -- Session on MATHEMATICAL FINANCE III (Sala Azzurra)
Parallel Sessions
29 January 2016 - 29 January 2016Current List of Participants (See Documents)
Cuchiero Christa
Communication: Polynomial processes in stochastic portfolio theory
Paolo Di Tella
Communication: On the Chaotic Representation Property of CompensatedCovariation
Filippo Macaluso
Communication: How to sample from a distribution when only the moments are known with an application to affine
Antonietta Mira
Communication: How to sample from a distribution when only the moments are known with an application to affine
Paul Schneider
Communication: How to sample from a distribution when only the moments are known with an application to affine