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Math Colloquium: Hyperbolic Brownian Motion in Finance
Start Date: 10/5/2015Start Time: 4:00 PM
End Date: 10/5/2015End Time: 5:00 PM
Event Description
Jiro Akahori, Ritsumeikan University, Japan

 

Abstract: In mathematical/quantitative finance, Brownian motion in hyperbolic space has been playing important roles implicitly/explicitly. After reviewing the literature, some remarks on its symmetry, its asymptotic analysis, and extension to a fractional version will be illustrated.
Contact Information:
Name: Pawel Hitczenko
Email: phitczenko@math.drexel.edu
Location:
Korman Center, Room 245, 15 South 33rd Street, Philadelphia, PA 19104
Audience:
  • Everyone
    		•

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