Guest lectures and seminars - Page 167
Oleg Reichmann (ETH Zurich) holder et seminar med tittelen: Time and space inhomogeneous models in option pricing
Professor G. Scandolo (University of Verona and Firenze) holder et seminar med tittelen: Assessing Financial Model Risk
We explain how motivic categories with reasonable properties for arbitrary schemes can be constructed. A crucial property used for the construction is base change for a motivic Eilenberg-MacLane spectrum over Dedekind rings.
Sara Ana Solanilla Blanco (Universitetet i Oslo) holder et seminar med tittelen: Forward prices as functionals of the spot path in commodity markets modeled by Lévy semistationary processes
Jan Fredrik Bjørnstad (SSB and Department of Mathematics, UiO) will talk about
Extended likelihood approach to large-scale multiple testing