Functional Itô Formula and Taylor Expansion for Non-anticipative Maps of Rough Paths

Financial Mathematics Seminar

Christa Cuchiero, University of Vienna

May 01

4:30 pm

Sherrerd Hall, 101

See event website for additional details and how to view or participate.

Sponsors

Sherrerd Hall

Operations Research and Financial Engineering

Developing mathematical and computational tools for making decisions under uncertainty