Speaker: Dr. Tengteng CHEN Institution: Department of Chemistry and Biochemistry, University of California, USA Hosted By: Professor Wa Hung LEUNG  

Student: Mr. Long JIN Department: Department of Chemistry, HKUST Supervisor: Professor Wan CHAN

Student: Mr. Chi Kong CHAN Department: Department of Chemistry, HKUST Supervisor: Professor Wan CHAN

Speaker: Professor Zhongxing HUANG Institution: State Key Laboratory of Synthetic Chemistry, Department of Chemistry, University of Hong Kong Hosted By: Professor Yangjian QUAN   Abstract

Coupling methods provide a powerful toolbox for the quantitative analysis of the long-time behaviour of Markov processes. In particular, coupling by reflection allows to establish sharp exponential convergence results in

Understanding firms’ demand for cash is critical for answering many economic questions. We develop a model of firm dynamics allowing for heterogeneous size.

In this work, we introduce a general weak hedging problem of European options in complete nonlinear markets, generalising the problems of super-replication, quantile hedging and PnL matching.