Session: TH-P-SW
Polynomial Models and Volterra Equations

Chair

Christa Cuchiero

Time

14:30 - 16:30 on Thursday, 19th of July 2018

Venue

Swift

14:30

Canonical Markovian representations of stochastic Volterra equations

Christa Cuchiero (University of Vienna), Josef Teichmann (ETH Zurich)
15:00

Generators of measure-valued jump-diffusions

Martin Larsson (ETH), Sara Svaluto-Ferro (ETH Zurich)
15:30

Markovian structure of the Volterra Heston model

Eduardo Abi Jaber (Universite Paris Dauphine), Omar El Euch (Ecole Polytechnique)
16:00

Probability-valued polynomial diffusions

Sara Svaluto-Ferro (Sara), Martin Larsson (ETH), Christa Cuchiero (University of Vienna)