Talks & Visits

Talks

2025

• Joint BFS-SIAM Mathematical Finance Online Seminar (June)

     Pathwise Superreplication of Convex Asian Claims

• Mathematical Finance Seminar Series, Columbia University, NY (May)

     Occupied Processe: Unifying Path Dependence in Finance and Control

• Finance and Risk Engineering Special Seminars, NYU Tandon, NY (March)

     Occupied Processes in Finance

2024

• Quantitative Methods in Finance, University of Technology Sydney, Australia (December)

     Occupied SDEs and Volatility Modeling

• IAQF & Thalesians Seminar Series, Fordham University, NY (September)

     Capturing Path Dependence in Finance with Occupation Times

• Bachelier Finance Society, 12th World Congress, FGV, Rio de Janeiro (July)

     Occupied Processes: Going with the Flow

• Seminar on Stochastic Processes, Rice University, Houston TX (March)

Occupied Processes: Going with the Flow

• CFMAR Seminar, UC Santa Barbara (February 26)

Occupied Processes: Going with the Flow

2023

• Research in Options: RiO 2023, FGV, Rio de Janeiro (December)

     Itô Calculus for Occupied Processes: Going with the Flow

• Financial and Actuarial Mathematics Seminar, UCLA (October)

     Breaking down the Functionals: Taylor Expansion and Partitions of Unity

• Math Finance Colloquium, University of Southern California (September)

Stopping Spot Local Time: A Random Occupation

• Advances in Stochastic Analysis for Handling Risks in Finance and Insurance, CIRM, Marseille (September)

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

• Bloomberg ML & NLP Guild Seminar Series, NYC (August)

Valuation of Floating American Corridor Variance Swaps

• SIAM Conference on Financial Mathematics and Engineering (FM23), Philadelphia (June)

Projection of Functionals and Fast Pricing of Exotic Options

• Princeton Fintech & Quant Conference Spring 2023, Princeton University (April 15)

Path Dependence in Finance: Theory and Computations

• Seminar on Stochastic Processes, University of Arizona (March)

Functional Taylor Expansion and Wiener Chaos  

• Rough Path Interest Group, DataSig (February, Online)

Functional Expansions, Signature, and Claim Decomposition

2022

• Talks in Financial and Insurance Mathematics, ETH Zurich (October)

Functional Expansions, Signature, and Claim Decomposition

• Oxford-Princeton Workshop on Stochastic Analysis and Mathematical Finance, University of Oxford (October)

Neural Optimal Stopping Boundary

• PACM Graduate Student Seminar, Princeton University (October)

Functional Expansions, Signature, and Claim Decomposition

• ORFE Graduate Student Fin Math Seminar, Princeton University  (October)

Neural Optimal Stopping Boundary

• 2022 CFMAR Workshop, UC Santa Barbara (September)

Neural Optimal Stopping Boundary  

• Research in Options: RiO 2022, FGV, Rio de Janeiro (August)

  1. Projection of Functionals and Fast Pricing of Exotic Options (lightning talk)

  2. Functional Expansions and Claim Decomposition (plenary talk)

• ORFE Graduate Student Fin Math Seminar, Princeton University (April)

Disentangling the Chaos: the Functional Taylor Expansion 

2021 

• ORFE Graduate Student Fin Math Seminar, Princeton University  (December)

     High-dimensional Free Boundary Problems

• FMI Tech Econophysics Webinar  (November)

     Path Approximation using Signatures and Hilbert Projections

• ORFE Graduate Student Fin Math Seminar, Princeton University (September)

Optimal Stopping in Continuous Time

• Bloomberg Quant (BBQ) Seminar  (September)

Demystifying the Path Signature (lightning talk)