Section: Highlights of the Year

Highlights of the Year

Variational analysis for options with stochastic volatility and multiple factors

Publication of the paper [3] in the SIAM J. finance. This paper clarifies the issue of well-posedness of some PDEs arising in finance.

A stochastic data-based traffic model applied to vehicles energy consumption estimation

Publication [10] of a new method for the analysis of road traffic, in relation with energy consumption.