Drexel University - Comprehensive, integrated academics enhanced by co-operative education, technology, and research opportunities. | Drexel University
Drexel University
Quick Links
Search events. View events.

All Categories

Click for help in using calendar displays. Print the contents of the current screen.
Display Format: 
Event Details
Notify me if this event changes.Add this event to my personal calendar.
Go Back
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
    		•

    Display Month:
    Advanced Search (New Search)
    Date Range:
    Time Range:
    Category(s):
    Audience: 

    Special Features: 

    Keyword(s):
    Submit
    Select item(s) to Search
    Select item(s) to Search
    Select item(s) to Search
    Select item(s) to Search