Talks & Visits
Talks
2023
Upcoming
SIAM Conference on Financial Mathematics and Engineering (FM23), Philadelphia (June)
Projection of Functionals and Fast Pricing of Exotic Options
Past
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)
Projection of Functionals and Fast Pricing of Exotic Options (lightning talk)
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)
Slides / Posters




Visits
October 2022. Stochastic Finance Group, ETH Zurich. Invited by Prof. Josef Teichmann