STOCHASTIC ANALYSIS AND MATHEMATICAL FINANCE IN A MODEL-FREE SETTING



Ref.No: 61514300
Start date: 01.05.2022
End date: 30.04.2024
Approval date: 20.04.2022
Department: APPLIED MATHEMATICAL & PHYSICAL SCIENCES
Sector: MATHEMATICS
Financier: 3Η ΠΡΟΚΗΡΥΞΗ ΕΛΙΔΕΚ Υ.Δ., ELIDEK
Budget: 21.600,00 €
Public key: 601Ι46ΨΖΣ4-ΦΘΡ
Scientific Responsible: Assist. Prof. ANTONIOS PAPAPANTOLEON
Email: papapan@math.ntua.gr
Description: CENTURY GOTHICTHE AIM OF THIS PROJECT IS TO INVESTIGATE CONVERGENCE RATES FOR BSDES DRIVEN BY LEVY PROCESSES, THE PROPAGATION OF CHAOS AND RELATED STABILITY RESULTS FOR BSDES DRIVEN BY GENERAL SEMIMARTINGALES, AND FINALLY TO STUDY THE APPLICATIONS OF TH
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