I live alone, entirely alone. I never speak to
anyone, never; I receive nothing, I give nothing... Jean Paul Sartre (1905-1980) in Nausea |
Dual Connections in Nonparametric Information Geometry , invited tutorial lecture, 37th Annual Meeting of the Society for Mathematical Psychology, Ann Arbor, July 29 - August 1, 2004.
Wiener chaos and the Cox-Ingersoll-Ross model, contibuted talk, Bachelier Finance Society - Third World Congress, Chicago, July 21-24, 2004.
Numerical methods for indifference pricing in stochastic volatility models, invited talk, BIRS Workshop on Semimartingales in Finance , Banff, June 5-10, 2004.
The Wiener Chaos Expansion for the CIR model, invited talk, Financial Mathematics and Applied Probability Seminars , King's College London, July 1, 2003.
A Monte Carlo method for exponential hedging in semimartingale markets, invited talk, Mathematics Colloquium Series, McMaster University, February 13, 2003.
Optimal Investment in Incomplete Markets (When the Wealth may Become Negative), invited talk, Financial Mathematics and Applied Probability Seminars , King's College London, July 15, 2002.