Dear all,
On May 22nd, in the classroom Aula Arzelà, Department of Mathematics of the University of Bologna, the following seminars will take place:
* 11:00-12:00: Antonello PESCE
"OPTIMAL IRREVERSIBLE INVESTMENTS WITH PRICE IMPACT IN A COMPETING MARKET: A SINGULAR STOCHASTIC GAME"
* 12:00-13:00: Fabrizio LILLO
"A NOISY DYNAMICAL SYSTEM MODEL OF FINANCIAL SYSTEMIC RISK"
as part of the cycle Stochastics and Applications.
The abstracts are available at https://www.dm.unibo.it/seminari/mat/serials/36
For any question, please contact the organizers: Lorenzo Cerboni Baiardi and Stefano Pagliarani.
------------------------------------------------------------------------------------------------------------------------ Stefano Pagliarani, Associate Professor Piazza di Porta S. Donato, 5 University of Bologna (Alma Mater) 40126 Bologna (BO), Italy Department of Mathematics Cell. Phone +39 366 5013755
Email: stepagliara1@gmail.commailto:stepagliara1@gmail.com, mailto:stefano.pagliarani9@unibo.it stefano.pagliarani9@unibo.itmailto:stefano.pagliarani9@unibo.it Zoom: https://unibo.zoom.us/j/3755841669 -----------------------------------------------------------------------------------------------------------------------