Sergio Pulido (Univ. Evry) : Stochastic Volterra Equations in Finance

In this presentation, I will provide an overview of several works related to the theory of Stochastic Volterra Equations (SVEs) and their applications in finance. I will discuss the well-posedness and invariance properties of these equations, examine the relevance of incorporating jumps from a modeling perspective, and explore factor approximation methods for control problems such as optimal stopping. Additionally, I will present potential future research directions that can be further developed in these areas.