立命館大学数理科学科

• Date: 28 Mar. ( Thu )
• Place: W.W. 7th-floor
• Time: 16:30 — 18:00
• Speaker: Jie-Yen Fan (Monash University)
• Title: Mimicking Selfsimilar Processes

• Date: 21 Mar. ( Thu )
• Place: W.W. 7th-floor, 2nd lab.
• Time: 16:30 — 18:00
• Speaker: TRAN Ngoc Khue
• Title: Introduction to local asymptotic normality (LAN) and local asymptotic mixed normality (LAN) properties

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• Date: 5 Mar. ( Tue )
• Place: W.W. 7th-floor, 2nd lab.
• Time: 16:30 — 18:00
• Speaker: Shigeki Aida
• Title: Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces

• Date: 27 Feb. ( Wed )
• Place: W.W. 7th-floor
• Time: 16:30 — 18:00
• Speaker: Libo Li
• Title: Introduction to enlargement of filtration and a new decomposition formula

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• Date: 21 Feb. ( Thu )
• Place: W.W. 7th-floor
• Time: 16:30 — 18:00
• Speaker: Nien-Lin Liu
• Title: The Fourier estimation method based on discrete Fourier transform

• Date: 16 Feb. ( Sat )
• Place: W.W. 7th-floor
• Time: 19:00 –
• Speaker: Kaori Okuma
• Title: Discrete-Time Clark Formula in View of Applications to Finance

• Date: 14 Feb. ( Thu )
• Place: W.W. 7th-floor
• Time: 16:30 — 18:00
• Speaker: Ngo Hoang Long
• Title: Approximations of non-smooth integral type functionals of one dimensional diffusion processes

• Date: 31 Jan. ( Thu )
• Place: W.W. 7th-floor, 2nd lab.
• Time: 16:30 — 17:30
• Speaker: Kamae Teturo
• Title: An easy criterion for randomness

日時： 1月18日(金)　　16：30 ～ 18：00
場所： ウエストウイング7階　数学第2研究室
講演者： 山田 俊皓 氏 (MTC ＆ 東京大学)
講演題目： A Closed-form approximation method for computational finance

• Date: 18 Jan. ( Fri )
• Place: W.W. 7th-floor
• Time: 16:30 — 18:00
• Speaker: Toshihiro Yamada
• Title: A Closed-form approximation method for computational finance

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