Research/Conferences

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