Seminar on Stochastics and PDEs: Hannah Geiss

Event information

Event date
-
Event type
Public lectures, seminars and round tables
Event language
English
Event accessibility
Event space is accessible for all
Event payment
Free of charge
Event location category
Mattilanniemi

Abstract:  In this talk I will present some recent results on mean-field BSDEs (backward stochastic differential equations), especially the  interpretation of the solution as a risk measure in Finance and  a new numerical  approximation method. These results are related in a wider sense to the research in our group.

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