Approximate viscosity solutions of path-dependent PDEs and Dupire's vertical differentiability
Date:
Wednesday, 26 May, 2021 - 16:00 - 17:00
Venue:
ZOOM Meeting ID: 966 4942 5323
Seminar Type:
Hong Kong - Singapore Joint Seminar Series in Financial Mathematics/Engineering
Speaker Name:
Professor Bruno DOUCHARD
Affiliation:
Universsite Paris-Dauphine-PSL, France
Poster:
