4/5/2026, 13:15 @ Department of Mathematics, Politecnico di Milano Monday, 4 May 2026, 13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus); online (Microsoft Teams). Riccardo Brignone (University of Pavia) Pricing path-dependent options under stochastic volatility models with arbitrary accuracy Abstract: We propose a unified methodology for pricing general path-dependent derivatives, …

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Tuesday, 21 April 2026, 15.30-16.30 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus); online (Microsoft Teams), Link  Neofytos Rodosthenous (University College London) Title: Regulation in a mean-field investment game with climate damage. Abstract: We develop a mean-field model of firms investing in carbon-intensive (brown) capital, where productivity declines due to temperature-related climate damages linked to cumulative emissions. Firms aim to maximise …

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Martedì 14 aprile alle ore 11 presso la Sala del Consiglio al quarto piano dell’edificio U7 della Università di Milano-Bicocca, Fabrizio Lillo terrà un seminario dal titolo Why is the estimation of market impact of large trades with public market data so challenging? Estimating market impact and transaction costs of large trades (metaorders) is a …

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We are pleased to announce that the second meeting of the Rome Joint Seminars on Stochastic Dynamics, Control, and Learning (RoJo-SDCL) will take place on Thursday, April 16, 2026, from 4:00 PM to 6:00 PM, at the EIEF–World Bank shared building (EIEF – Einaudi Institute for Economics and Finance), Conference Room, Via degli Abruzzi 10, Rome. The speakers …

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