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CREST Schools are held as a showcase for recent contributions to advancement
of mathematical finance research in Japan and abroad. World-class eminent
researchers will be often invited to give a series of presentations of
the latest findings in their research, so that new fields of research are
introduced in Japan. Everybody interested is encouraged to participate.
CRESTスクールとは、日本の数理ファイナンスの向上に貢献するため不定期で開催しています。 主に、世界的に活躍する著名な先端研究者を招聘し最新の研究成果を発表して頂き、研究促進及び若手研究者育成の為に行っております。
Title: Monte Carlo Likelihood-based Inference for Diffusions
(モンテ・カルロによる尤度に基づいた拡散過程の推測)
Speaker: Prof. Dr. Omiros PAPASPILIOPOULOS, Assistant Professor in the
Dept. of Economics and Business and Ramon y Cajal Research Fellow at the
Universitat Pompeu Fabra
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