The 2025 edition of the traditional Boltzmann Lecture will be held on Thursday, February 20th, at 14:00 in Room 128-129. Professor Satya Majumdar from CNRS and Universite Paris-Sud, Orsay will give a ...

Welcome to my repository of notes for the Stochastic Process course. In this repository, you will find my personal notes from the course, which I am sharing for free with anyone who is interested in ...

This course is available on the MSc in Financial Mathematics, MSc in Quantitative Methods for Risk Management, MSc in Statistics, MSc in Statistics (Financial Statistics), MSc in Statistics (Financial ...

This course is compulsory on the BSc in Actuarial Science and BSc in Actuarial Science (with a Placement Year). This course is available on the BSc in Data Science, BSc in Financial Mathematics and ...

ABSTRACT: The sequential comparison test is a tool for evaluation of the operational innovation in information technology service delivery processes. Due to the strong variability of these processes, ...

Abstract: In engineering and economic systems, many situations may occur, in which a process is influenced by the presence of several decision makers (DM). Different degrees of cooperation and ...

ABSTRACT: In this paper, we deal with the valuation of Game Russian option with jumps, which is a contract that the seller and the buyer have both the rights to cancel and to exercise it at any time, ...

Affine processes provide a versatile framework for modelling complex financial phenomena, ranging from interest rate dynamics to credit risk and beyond. Their defining characteristic is the affine, or ...