WEEKLY ACTIVITIES
Seminar on Probability and Mathematical Statistics
A closed form formula for swaption pricing in Heath-Jarrow-Morton framework and various applications
Báo cáo viên: Trịnh Tuấn Phong (Credit Agricole and Investment Bank, France)
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Highlights
New Scientiffic Publications
- Hoang Nam Dung, Nguyen Kieu Linh, Hoang Xuan Phu, Octagonal and hexadecagonal cut algorithms for finding the convex hull of finite sets with linear time complexity, Applied Mathematics and Computation, Volume 481, 2024, 128931, (SCI-E, Scopus).
- Florian Bridoux, Christophe Crespelle, Phan Thi Ha Duong, Adrien Richard, Dividing Permutations in the Semiring of Functional Digraphs. In Cellular Automata and Discrete Complex Systems. AUTOMATA 2024. Lecture Notes in Computer Science, vol 14782. Springer, Cham.
- Le Mau Hai, Pham Hoang Hiep, Trinh Tung, Cone of Maximal Subextensions of the Plurisubharmonic Functions, Acta Mathematica Vietnamica, Volume 49, (2024), pages 83–97, (Scopus).
