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Oxford Stochastic Analysis and Mathematical Finance Seminar
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Mo., 26.10.2020, 17:00 (UTC +2:00 = CEST), online talk
Steve Shreve (Carnegie Mellon University)
https://www.cmu.edu/math/people/faculty/shreve.html
"Diffusion Limit of Poisson Limit-Order Book Models"
For further details (including abstracts) see
https://mathseminars.org/seminar/OxfordStochasticAnalysis
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SIAG Financial Mathematics and Engineering virtual seminars series
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Th., 29.10.2020, 19:00-20:00 (UTC +2:00 = CEST), online talk
Francesca Biagini (University of Munich)
https://www.fm.mathematik.uni-muenchen.de/personen/professors/francesca_bia…
"Reduced-form setting under model uncertainty with non-linear affine
intensities"
For abstract and further details (registration necessary due to security
reasons) see:
https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg
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CIRM - Research School "Quasi Monte Carlo Methods and Applications"
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Mon-Fri, 2.11.-6.11.2020, virtual & hybrid event
Main Guest Speakers:
Hansjoerg Albrecher (Université de Lausanne)
Florin Avram (Université de Pau et des Pays de l'Adour)
Giray Ökten (Florida State University)
Gerhard Larcher (JKU Linz)
Gunther Leobacher (University of Graz)
Véronique Maume-Deschamps (Université de Lyon 1)
Stefan Thonhauser (TU Graz)
This event is part of the program CIRM - Jean-Morlet Chair,
Diophantine Problems: Determinism, Randomness, Applications.
For further details (including abstract & registration) see:
https://www.chairejeanmorlet.com/2255.html
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See also:
https://mathseminars.org/ and
https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summer Time,
https://time.is/en/CEST
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