XVII Workshop on Quantitative Finance -- Session on MATHEMATICAL FINANCE II (Sala Azzurra)
Parallel Sessions
29 January 2016 - 29 January 2016Current List of Participants (See Documents)
Matteo Ludovico Bedini
Communication: Brownian Bridges on Random Intervals
Rainer Buckdahn
Université de Bretagne Occidentale (Brest), Laboratoire de Mathématiques CNRS-UMR 6205Communication: Brownian Bridges on Random Intervals
Jiatu Cai
Communication: Asymptotic Lower Bounds for Optimal Tracking
Tiziano De Angelis
Communication: A solvable two-dimensional degenerate singular stochastic control problem with non convex costs
Hans-Jürgen Engelbert
Institut for Stochastics, University of JenaCommunication: Brownian Bridges on Random Intervals
Giorgio Ferrari
Communication: A solvable two-dimensional degenerate singular stochastic control problem with non convex costs
Asmerilda Hitaj
Communication: Multivariate Mixed Tempered Stable Distribution
Lorenzo Mercuri
Communication: Multivariate Mixed Tempered Stable Distribution
John Moriarty
Communication: A solvable two-dimensional degenerate singular stochastic control problem with non convex costs
Edit Rroji
Communication: Multivariate Mixed Tempered Stable Distribution