Archives: Event

Abstract: In this talk, we study a class of reflected backward stochastic differential equations (BSDEs) of mean-field type, where the mean-field interaction in terms of the expected value E[Y ] of the Y-component of the solution enters both the driver and the lower obstacle. We consider the case where the lower obstacle is a deterministic

Abstract: We study option prices in financial markets where the risky asset prices are modelled by jump diffusions. For simplicity, we put the risk-free asset price equal to 1. Such markets are typically incomplete, and therefore there are in general infinitely many arbitrage-free option prices in these markets. We consider in particular European options with

Abstract: Graphs are everywhere in mathematics if only we know how to identify these structures. The theory of graphs and the theory of knots have enjoyed a symbiotic relationship since the inception of knot theory. In this talk, we give a formal definition of a graph followed by a few examples. We also give a