Talks & Visits

Talks

2024

Occupied Processes: Going with the Flow


Occupied Processes: Going with the Flow

2023

     Itô Calculus for Occupied Processes: Going with the Flow


     Breaking down the Functionals: Taylor Expansion and Partitions of Unity


Stopping Spot Local Time: A Random Occupation


Options Stopping times of boundaries: relaxation, continuity, and neural approximation


Valuation of Floating American Corridor Variance Swaps


Projection of Functionals and Fast Pricing of Exotic Options


Path Dependence in Finance: Theory and Computations


Functional Taylor Expansion and Wiener Chaos  


Functional Expansions, Signature, and Claim Decomposition

2022


Functional Expansions, Signature, and Claim Decomposition


Neural Optimal Stopping Boundary


Functional Expansions, Signature, and Claim Decomposition


Neural Optimal Stopping Boundary


Neural Optimal Stopping Boundary  



Disentangling the Chaos: the Functional Taylor Expansion 


2021 

     High-dimensional Free Boundary Problems


     Path Approximation using Signatures and Hilbert Projections


Optimal Stopping in Continuous Time


Demystifying the Path Signature (lightning talk)

Slides / Posters

RiO 2023 VTD.pdf
UCLA Slides 2023.pdf
Poster_Arizona_Conference_2023_VTD.pdf
CIRM 2023 VTD.pdf
V. T.-D. ETH Talks 2022.pdf
V. T.-D. CFMAR 2022.pdf
Slides RiO 2022 Lightning Talk.pdf

Visits

Host: Prof. Jianfeng Zhang.

Host: Prof.  Josef Teichmann.