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International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods)
May 19, 2021
15:00
, online
Dupire-Itô’s formula for C^{0,1} or concave path-dependent functionals and applications
Bruno Bouchard
CEREMADE, Université Paris Dauphine - PSL
https://youtu.be/tEut7b2LTSk
Language:
English
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Steklov Math. Inst. of RAS
, 2024