BEGIN:VCALENDAR
VERSION:2.0
PRODID:researchseminars.org
CALSCALE:GREGORIAN
X-WR-CALNAME:researchseminars.org
BEGIN:VEVENT
SUMMARY:Zhenjie Ren (Université Paris-Dauphine)
DTSTART:20201029T080000Z
DTEND:20201029T093000Z
DTSTAMP:20260404T110914Z
UID:MathematicalFinance/1
DESCRIPTION:Title: <a href="https://stable.researchseminars.org/talk/Mathe
 maticalFinance/1/">Training Neural Networks and Mean-field Langevin dynami
 cs</a>\nby Zhenjie Ren (Université Paris-Dauphine) as part of Osaka Webin
 ar on Mathematical Finance\n\nAbstract: TBA\n
LOCATION:https://stable.researchseminars.org/talk/MathematicalFinance/1/
END:VEVENT
BEGIN:VEVENT
SUMMARY:Gechun Liang (University of Warwick)
DTSTART:20201112T080000Z
DTEND:20201112T093000Z
DTSTAMP:20260404T110914Z
UID:MathematicalFinance/2
DESCRIPTION:by Gechun Liang (University of Warwick) as part of Osaka Webin
 ar on Mathematical Finance\n\nAbstract: TBA\n
LOCATION:https://stable.researchseminars.org/talk/MathematicalFinance/2/
END:VEVENT
BEGIN:VEVENT
SUMMARY:Xiaolu Tan (The Chinese University of Hong Kong)
DTSTART:20201203T080000Z
DTEND:20201203T093000Z
DTSTAMP:20260404T110914Z
UID:MathematicalFinance/3
DESCRIPTION:Title: <a href="https://stable.researchseminars.org/talk/Mathe
 maticalFinance/3/">A $C^{0\,1}$-functional Itô’s formula and its applic
 ations in mathematical finance</a>\nby Xiaolu Tan (The Chinese University 
 of Hong Kong) as part of Osaka Webinar on Mathematical Finance\n\nAbstract
 : TBA\n
LOCATION:https://stable.researchseminars.org/talk/MathematicalFinance/3/
END:VEVENT
BEGIN:VEVENT
SUMMARY:Chao Zhou (National University of Singapore)
DTSTART:20201217T080000Z
DTEND:20201217T093000Z
DTSTAMP:20260404T110914Z
UID:MathematicalFinance/4
DESCRIPTION:Title: <a href="https://stable.researchseminars.org/talk/Mathe
 maticalFinance/4/">Relative wealth concerns with partial information and h
 eterogeneous priors</a>\nby Chao Zhou (National University of Singapore) a
 s part of Osaka Webinar on Mathematical Finance\n\nAbstract: TBA\n
LOCATION:https://stable.researchseminars.org/talk/MathematicalFinance/4/
END:VEVENT
BEGIN:VEVENT
SUMMARY:Miklós Rásonyi (Alfréd Rényi Institute of Mathematics)
DTSTART:20210107T080000Z
DTEND:20210107T093000Z
DTSTAMP:20260404T110914Z
UID:MathematicalFinance/5
DESCRIPTION:Title: <a href="https://stable.researchseminars.org/talk/Mathe
 maticalFinance/5/">Invariant measures for stochastic volatility models</a>
 \nby Miklós Rásonyi (Alfréd Rényi Institute of Mathematics) as part of
  Osaka Webinar on Mathematical Finance\n\nAbstract: TBA\n
LOCATION:https://stable.researchseminars.org/talk/MathematicalFinance/5/
END:VEVENT
BEGIN:VEVENT
SUMMARY:Dylan Possamaï (ETH Zürich)
DTSTART:20210114T080000Z
DTEND:20210114T093000Z
DTSTAMP:20260404T110914Z
UID:MathematicalFinance/6
DESCRIPTION:Title: <a href="https://stable.researchseminars.org/talk/Mathe
 maticalFinance/6/">Time--inconsistent control and backward integral Volter
 ra SDEs</a>\nby Dylan Possamaï (ETH Zürich) as part of Osaka Webinar on 
 Mathematical Finance\n\nAbstract: TBA\n
LOCATION:https://stable.researchseminars.org/talk/MathematicalFinance/6/
END:VEVENT
END:VCALENDAR