Dynamic Conic Finance
Dynamic Assessment Indices
Description
Tao Chen
Title: Dynamic Conic Finance
Mr. Tao Chen will present the application of g-expectation to dynamic conic finance.
Marcin Pitera
Title: Dynamic Assessment Indices
Mr. Marcin Pitera will show some examples of processes for which dynamic risk sensitive criterion is not a constant.
Event Topic
Mathematical Finance, Stochastic Analysis, and Machine Learning