13:00
14:00
15:00
16:00
17:00
›13:30 (30min)
13:30 - 14:00 (30min)
Welcome
Welcome
14:00 - 15:00 (1h)
Liquidity and Asset Prices
Amphi
Johannes Muhle-Karbe
https://rt-matrisk2025.sciencesconf.org/data/program/Talk_1.pdf 15:00 - 15:00 ()
Finance
Amphi
Bernard Gourion (CANCELLED)
15:00 - 16:00 (1h)
Coffee break
Amphi
16:00 - 16:45 (45min)
Invariant measure and ergodicity in random environment
Amphi
Antoine Mouzard
›16:45 (45min)
› Amphi
16:45 - 17:30 (45min)
Path-dependent volatility from signatures: pricing and hedging with Fourier
Amphi
Louis-Amand Gérard
