Dynamic Conic Finance

Time

-

Locations

E1 102

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

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