QFinLab Seminar – Politecnico di Milano – Sergio Pulido (ENSIIE, LaMME)
QFinLab – Department of Mathematics, Politecnico di Milano. Tuesday, 9 December 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus). Sergio Pulido (ENSIIE, LaMME) Polynomial Volterra processes Recent studies have extended the theory of affine processes to the stochastic Volterra equations framework. In this talk, I will describe how the …