Seminari de Probabilitats de Barcelona

UPCOMING SEMINARS  

25/05/22, Zoom meeting
17:00 Isaac González, U Bath.

Asymptotic moments of spatial branching processes

Abstract


PAST SEMINARS  

02/03/22, Zoom meeting
17:00 Peter Carr, NYU.

Optionality as a Binary Operation

Abstract

26/01/22, Zoom meeting
17:00 María Elvira Mancino, U Firenze.

Volatility of volatility non-parametric estimation: Limiting results and Empirical study of the daily time series stylized facts

Abstract


24/11/21, Zoom meeting
17:00 Archil Gulisashvili, Ohio U.

Time-inhomogeneous Gaussian stochastic volatility models: large deviations and super roughness

Abstract


29/09/21, Zoom meeting
17:00 Soledad Torres, U Valparaíso.

Simple model sampled at random times



27/10/21, Zoom meeting
17:00 Adrián González Casanova, UNAM.

Lambda Selection and where to find it
Abstract


If you are interested in attending the webinar, please register in the following link

Contact information

Organizers: Elisa Alòs (UPF), Adrián Hinojosa (UB), Josep Vives (UB)