SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO https://www.carloalberto.org/events/category/seminars/seminars-in-statistics/page/2/?tribe-bar-date=2019-09-01

Venerdi 20 Settembre 2024, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario:

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*12.00-13.00*

Speaker: Kohatsu-Higa (Ritsumeikan University, Japan)

Title: *Derivation of killed processes: Applications in Finance*

Abstract: In various fields including some in finance it is useful to have the concept of derivative of a killed process or a stopping time. We have started a project where such concepts can be discussed. Presently, we are developing some theoretical results that can be later applied. We will give a brief description of the project, achieved goals and some heuristics. I will present some results that have been obtained in joint work with Dan Crisan (Imperial College) in the one dimensional case and in the half space case. The generalizations of these results to the case of a smooth domain are being developed with Fabio Antonelli (University of L’Aquila). I will also briefly describe some possible financial applications. ------------------------------------------------

Sarà possibile seguire entrambi i seminari anche in streaming: Join Zoom Meeting https://us02web.zoom.us/j/89801479465?pwd=knhLbOfMHOc7L7ScTWFkPJqEO3zXRK.1

I seminari sono organizzati dalla "de Castro" Statistics Initiative

www.carloalberto.org/stats