Guest lectures and seminars - Page 173
Sara Blanco (Universitetet i Oslo) holder et seminar med tittelen: Forwards and spots in energy markets modelled by Lévy Semistationary Processes.
Kristoffer Herland Hellton (Department of Biostatistics, UiO) will talk about
Consistency in high-dimensional principal component analysis
Marcus K. V. Eriksson (Universitetet i Oslo) holder et seminar med tittelen: A valuation model with minimal and maximal constraints for swing options.
Roberto Conti, Universita La Sapienza (Rome), Italy, will give a talk with title: The dark side of the Cuntz algebras
Abstract: We provide an overview of our recent work on the automorphism group of Cuntz algebras and discuss a number of open problems. (Joint work with J.H. Hong and W. Szymanski).
Benjamin Holcblat (Department of Financial Economics, BI) will talk about
A Classical Moment-Based Approach with Bayesian Properties: Econometric Theory and Empirical Evidence from Asset Pricing