Section: Partnerships and Cooperations

International Research Visitors

Visits of International Scientists

• 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.