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FIELD Math:Analysis
DATE August 03 (Mon), 2020
TIME 16:00-17:00
PLACE 1423
SPEAKER Paeng, Seong-Hun
HOST Kang, Nam-Gyu
INSTITUTE  
TITLE Time-dependent metric and stock price model
ABSTRACT

Currency can be considered as a ruler for values of commodities. Then the price is the measured value by the ruler. We can suppose that inflation and variation of exchange
rate are caused by variation of the scale of the ruler. In geometry, variation of the scale means that the metric is time-dependent. The conjugate heat equation is the modified heat
equation which satisfies the heat conservation law for the time-dependent metric space. In this talk, we propose a stock price model whose transition probability is determined by the kernel of the conjugate heat equation.

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