Research/Conferences

AMS Special Session on Financial Mathematics, 2010 Spring Western Section Meeting, Albuquerque, New Mexico, USA, "Study of solution for a PIDE relevant for Mathematical finance using upper and lower solutions: Existence and approximation", April 17-18, 2010
AMS Special Session on Mathematical Finance, Penn State University, USA, "Stochastic volatility models: Parameter estimation for a reduced model", Oct. 24-25, 2009
Workshop on Stochastic Analysis, Purdue University, USA, "A study of an integro-differential parabolic problem arising in Mathematics of Finance", Sep 29 - Oct 1, 2009
Conference on Modeling High Frequency Data in Finance, Hoboken, NJ, USA, "Continuous time Stochastic Volatility models: Applications to High-Frequency Data", July 10-12, 2009
Fifth Rutgers-Stevens Workshop on Optimization of Stochastic Systems, Rutgers University, USA, "Theoretical Comparison of Two Projection-Pursuit Clustering Algorithms", March 20- 21, 2009
9eme Colloque Franco-Roumain de Mathematiques Appliquees,Universitatea Transilvania, Brasov, Romania, "A clustering/selection method to capture the systematic movement of equity's return", Aug. 28- Sept. 2, 2008
2007 Fall Western Section Meeting AMS sectional meeting, University of New Mexico, "Stochastic Volatility models: Leverage effect in continuous time", October 13-14 2007.
Stochastic Processes and their Applications SPA 07(32nd edition), University of Illinois at Urbana-Champaign, "Analyzing discrete time stochastic volatility models'', August 6--10, 2007
Kent-Purdue Mini-symposium on Financial Mathematics (3rd edition), Kent University, ``Estimating parameters for Diffusion Equations with a hidden factor'', April 27--28, 2007 American Mathematical Society (AMS) sectional meeting, Stevens Institute of Technology April 14--15, 2007
Fourth Rutgers Stevens Workshop on Optimization of Stochastic Systems, Stevens Institute of Technology ``Statistical methods in cryptography. An application to the Diffie-Hellman exchange protocol'', March 30--31, 2007
2006 International Workshop on Applied Probability, University of Connecticut, USA, “Coefficient Estimation for Stochastic Volatility Models”, May 15-18, 2006
Third Rutgers-Stevens Workshop on Optimization of Stochastic Systems, Rutgers University, USA, “Option Pricing Using Recombining Trees”, Sep 30-Oct 1, 2005
Le 7’e Colloque Franco-Roumain de Matematique Appliquees, Craiova, Romania, ”A Binomial Tree Approach to Stochastic Volatility Driven Model of the Stock Price”, Aug 30 -Sep 3, 2004
Summer School in Probability, Saint-Flour, France, ”Pricing using Implied Volatility Function”, 2003
Summer School in Mathematics of Finance, Cortona, Italy, ”Equilibrium Prices in Incomplete Markets”, 1997