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XVII Workshop on Quantitative Finance -- Session on MATHEMATICAL FINANCE I (Sala Stemmi)
Parallel Sessions
28 January 2016 - 28 January 2016
Aims and Research Directions
List of Participants
Invited Speakers
Timetable
Documents
Timetable
Weeks:
[
Thu 28 Jan - Thu 28 Jan
]
Date
Time
Speaker
Room
Thu 28 Jan
9:00- 10:30
Ceci, Claudia - Colaneri, Katia - Cretarola, Alessandra
"MATHEMATICAL FINANCE I: The FöllmerSchweizer decomposition under incomplete information"
Sala Stemmi
9:00- 10:30
Markowich, Peter - Souganidis, Panagiotis - Teichmann, Josef - Wolfram, Marie-Therese
"MATHEMATICAL FINANCE I: Parabolic free boundary price formation models under market size fluctuations"
Sala Stemmi
9:00- 10:30
Burzoni, Matteo - Frittelli, Marco - Maggis, Marco
"MATHEMATICAL FINANCE I: Modelfree superhedging duality"
Sala Stemmi
