Efficient Recursion-Quadrature Algorithms for Pricing Asian Options and Variance Derivatives under Stochastic Volatility

Speaker: Weinan Zhang (SUSTech)

Time: Dec 15, 2023, 13:00-14:00

M616, College of Science Bldg.

A transform-based method for pricing Asian options under general two-dimensional models

Speaker: Weinan Zhang (SUSTech)

Time: Dec 15, 2023, 12:00-13:00

M616, College of Science Bldg.

Convergence analysis on the particle systems with centralized control

Speaker: Chao Zhou（National University of Singapore）

Time: Dec 14, 2023, 16:10-17:30

M3009, College of Science Building

Optimal stopping without time consistency

Speaker: Hanqing Jin（University of Oxford）

Time: Dec 14, 2023, 14:30-15:30

Room M5024, College of Science Building

Existence and stability of standing waves to Schrödinger-Poisson equations with harmonic potential

Speaker: Haijun Luo (Hunan University)

Time: Dec 14, 2023, 14:00-15:00

Tencent Meeting ID 116 934 267

Sum-of-Gaussians and its Application for Molecular Dynamics

Speaker: Zhenli Xu（Shanghai Jiao Tong University）

Time: Dec 11, 2023, 10:30-11:30

M1001, College of Science Building

On the fixers of permutation groups

Speaker: Yilin Xie (SUSTech)

Time: Dec 10, 2023, 15:00-15:40

M4009, College of Science Bldg.

Locally-primitive 2-designs

Speaker: Yanni Wu (SUSTech)

Time: Dec 10, 2023, 11:00-11:40

M4009, College of Science Bldg.

Maps with Euler characteristic coprime to the number of edges

Speaker: Luyi Liu (SUSTech)

Time: Dec 10, 2023, 10:00-10:40

M4009, College of Science Bldg.

The restricted projection problems: decouplings, high-low method

Speaker: Shengwen GAN（University of Wisconsin-Madison）

Time: Dec 9, 2023, 09:30-10:30

Tencent meeting ID:891-4005-7796