Talks & Visits

Talks

2023

Upcoming


Projection of Functionals and Fast Pricing of Exotic Options

Past

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

Poster_Arizona_Conference_2023_VTD.pdf
V. T.-D. ETH Talks 2022.pdf
V. T.-D. CFMAR 2022.pdf
Slides RiO 2022 Lightning Talk.pdf

Visits