| Description |
Abstract: This is a general audience talk on a very interesting connection between the travelling wave solutions of the Harry Dym equation and the study of local volatility in the context of option pricing in the Black-Scholes model. I will try to make this presentation a general public one. It is based on joint work with V. Albani, Singh, and Kourakis, which is available at https://arxiv.org/abs/2412.19020 |
On a Surprising Connection between Finance and Soliton Equations
Go to day