Oleg Kudryavtsev, Rostov University (Russia), 2 months
Xiao Wei, Beijing university, 2 months
Internships
Houzhi Li (April to July 2015): Study and implementation in Premia of the 4/2 stochastic volatility model proposed by M. Grasselli; adviser A. Alfonsi
Visits to International Teams
Research stays abroad
A. Alfonsi
IPAM, UC Los Angeles , invited by René Carmona (April 13- 23)
A. Sulem:
Participation to the "Stochastics in Environmental and Financial Economics" program, Centre of
Advanced Studies of the Norwegian Academy of Sciences and Letters, Oslo,Spring 2015.