XVII Workshop on Quantitative Finance -- Session on MATHEMATICAL FINANCE I (Sala Stemmi)

Parallel Sessions

28 January 2016 - 28 January 2016

Current List of Participants (See Documents)

[table view]

Matteo Burzoni

Communication: MATHEMATICAL FINANCE I: Modelfree superhedging duality

Claudia Ceci

Communication: MATHEMATICAL FINANCE I: The FöllmerSchweizer decomposition under incomplete information

Katia Colaneri

Communication: MATHEMATICAL FINANCE I: The FöllmerSchweizer decomposition under incomplete information

Alessandra Cretarola

Communication: MATHEMATICAL FINANCE I: The FöllmerSchweizer decomposition under incomplete information

Marco Frittelli

Università di Milano
Communication: MATHEMATICAL FINANCE I: Modelfree superhedging duality

Marco Maggis

Communication: MATHEMATICAL FINANCE I: Modelfree superhedging duality

Peter Markowich

Communication: MATHEMATICAL FINANCE I: Parabolic free boundary price formation models under market size fluctuations

Panagiotis Souganidis

University of Chicago
Communication: MATHEMATICAL FINANCE I: Parabolic free boundary price formation models under market size fluctuations

Josef Teichmann

ETH Zürich
Communication: MATHEMATICAL FINANCE I: Parabolic free boundary price formation models under market size fluctuations

Marie-Therese Wolfram

University of Warwick
Communication: MATHEMATICAL FINANCE I: Parabolic free boundary price formation models under market size fluctuations