REMINDER: Mathematics Seminar - Wednesday 25 June, at 11:00 - Venue: Leonardo Building - Room D - (Jorge P. Zubelli)
ICTP Math Section
math at ictp.it
Wed Jun 25 09:39:26 CEST 2025
_MATHEMATICS SEMINAR
_
Wednesday 25 June 2025, at 11:00 /*(Please note unusual time and Venue)*/
VENUE: ICTP Leonardo Building - Lecture Room D
/*
*/
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
For to be free is not merely to cast off one's chains, but to live in a way
that respects and enhances the freedom of others. Nelson Mandela
<https://www.ictp.it/>
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