Mathematics Seminar - Wednesday 25 June, at 11:00 - Venue: Leonardo Building - Room D - (Jorge P. Zubelli)

[ICTP Math Section]

_MATHEMATICS SEMINAR
_

Wednesday 25 June 2025, at 11:00 /*(Please note unusual time and Venue)*/

VENUE: ICTP Leonardo Building - Lecture Room D

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*/

Title: "On a Surprising Connection between Finance and Soliton Equations"

Speaker: Jorge P. Zubelli (Khalifa University)

Abstract: This is a general audience talk on a very interesting 
connection between the travelling wave solutions of the Harry Dym 
equation and the study of local volatility in the context of option 
pricing in the Black-Scholes model. I will try to make this presentation 
a general public one. It is based on joint work with V. Albani, Singh, 
and Kourakis, which is available at https://arxiv.org/abs/2412.19020

All are welcome to attend.

/https://indico.ictp.it/event/11065/
/

------------------------------------------------

Koutou Mabilo
ICTP Mathematics Group
Leonardo Da Vinci Building
Strada Costiera no. 11
34151 Trieste, Italy
Tel. no.: +39-040-2240455

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