The main idea of change of time method is to find a simple representation for a stochastic process, describing an evolution of a system and having a complicated structure, using some simple process and change of time process. In this talk, I’ll introduce the change of time methods, overview their history and present many applications in mathematical and energy finance.
How to participate in this seminar:
1. Book your nearest ACE facility;
2. Notify the ACE contact person at the host institution (Darren Condon) to notify you will be participating.
No access to an ACE facility? Contact Maaike Wienk to arrange a temporary Visimeet licence for remote access (limited number of licences available – first come first serve)