09:00
10:00
11:00
12:00
13:00
14:00
›9:45 (45min)
› Amphi D
9:45 - 10:30 (45min)
Optimal guaranteed estimation methods for the Cox-Ingersoll-Ross models
Amphi D
T. Ngo
10:30 - 11:00 (30min)
Pause café
Hall UFR S&T
›11:00 (45min)
› Amphi D
11:00 - 11:45 (45min)
Zero-inflation in the Multivariate Poisson Lognormal Family: variational inference and application to microbiome data
Amphi D
J.Chiquet
›11:45 (45min)
› Amphi D
11:45 - 12:30 (45min)
Multilevel Monte Carlo for pricing Barrier options under CIR, CEV and Heston models
Amphi D
A. Kebaier
12:30 - 12:45 (15min)
Clôture
Amphi D
›12:45 (1h15)
12:45 - 14:00 (1h15)
Déjeuner
Salle d'examens
