Esko Valkeila

Conference talks 2007 - 2010

2007

1. Innovations in Mathematical Finance, Loen, June 25 - July 1, 2007.
   On No-Arbitrage in Non-Semimartingale Pricing Models. Invited talk.
2. Workshop and Mid-Term Conference on Advanced Mathematical Methods for Finance, Vienna, September 17 - 22, 2007.
   Approximation of geometric Fractional Brownian Motion. Invited talk.

   2008

3. The 3rd Bachelier Colloquim in Mathematical Finance, Metabief, January 6 - 13, 2008.
   Approximation of geometric fractional Brownian motion . Invited talk.
4. Limit Theorems and Applications, Paris, January 14 - 16, 2008.
   An estimator for the quadratic variation of mixed Brownian fractional Brownian motion. Invited talk.
5. The Third General AMaMeF Conference, Pitesti, May 5 - 10,2008.
   Robust Replication under Model Uncertainty. Invited talk.
6. 6th Seminar on Stochastic Analysis, Random Fields and Applications, Ascona, May 19 - 23, 2008.
   An Extension of the Lévy Characterization to Fractional Brownian Motion. Invited talk.

   2009

7. Fourth General Conference on Advances Mathematical Methods in Finance, Ålesund, May 4 - 10, 2009.
   No-arbitrage and local continuity of stopping times. Invited talk.
8. DYNSTOCH Meeting 2009, Berlin, October 8 - 10.
   On the estimation of the quadratic variation in some non-semimartingale models. Invited talk.

   2010

9. Ambit processes, non-semimartingales and applications, Sonderborg, January 24 - 28, 2010.
   Riemann-Stieltjes integrals and fractional Brownian motion. Invited talk.
10. AMAMEF Advanced Mathematical Methods in Finance, Ljubljana, May 4-8, 2010.
    Insider Information with Jumps. Invited talk.
11. International Conference Dynstoch Meeting, Angers, June 16-19, 2010.
    L(q) regular experiments. Invited talk.
12. 10th International Vilnius Conference on Probability Theory and Mathematical Statistics, Vilna, June 29 - July 2, 2010.
    Fractional Brownian motion in finance - some new observations. Invited talk.
13. Modern Stochastics: Theory and Applications II, Kiev, September 7 - 11, 2010.
    Replication and pathwise integrals with respect to fractional Brownian motion. Plenary talk.
14. Visions in Stochastics, Moscow, November 1 - 4, 2010.
    Some aspects of fractional Brownian motion. Invited talk.
15. QMF 2010, Sydney, December 14 - 18, 2010.
    Insider information in a Markov chain market model. Plenary talk.