Acceptability Indices, g-Expectation and G-Expectation

Tao Chen
Title: Acceptability Indices, g-Expectation and G-Expectation
Mr. Tao Chen will finish proving the properties of dynamic acceptability indices induced by g-expectation and start the topic on G-expectation.

Yu-Sin Chang
Title: CDS Pricing
Ms. Yu-Sin Chang will verify the survival probability for Poisson process and keep presenting the paper by Lipton and Savescu.

Sixiang Li
Title: Vol Swap Pricing
Mr. Sixiang Li will present his work regarding pricing of volatility swap.

Event Topic

Mathematical Finance, Stochastic Analysis, and Machine Learning