Risk and portfolio management advanced approaches for Implementing Stochastic Correlation Processes
A stochastic correlation approach using copula functions offers a flexible alternative. By allowing correlations to vary ...
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Boltzmann Lecture 2025 - Stochastic Resetting - Satya Majumdar
The 2025 edition of the traditional Boltzmann Lecture will be held on Tuesday, February 20th, at 14:00 in Room 128-129. Professor Satya Majumdar from CNRS and Universite Paris-Sud, Orsay will give a ...