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Project-team seminary

LPMA INRIA Mathrisk seminary

© INRIA Sophie Auvin - M comme Multimédia

LPMA INRIA Mathrisk seminary

Thursday december 7 from 9:00 to13:00

  • Date : 7/12/2017
  • Place : Université Paris 7 - salle 2015, P7 Sophie Germain
  • Guest(s) : Christa Cuchiero (Vienna university), Olivier Guéant (Paris 1), Aurelien Alfonsi (ENPC), Idris Kharroubi (LPMA-UPMC)

Program:

9h-9h45: Christa Cuchiero (Vienna university), Probability measure valued polynomial processes

9h45-10h30: Olivier Guéant (Paris 1), Short-term contingent claims on non-tradable assets: static hedging and pricing

10h30-11h: Coffee break

11h-11h45: Aurelien Alfonsi (ENPC), Sampling of probability measures in the convex order and approximation of Martingale Optimal Transport problems

11h45-12h30: Idris Kharroubi (LPMA-UPMC), Quenched mass transport of particles towards a target

Keywords: Project team Seminary MATHRISK

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