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XVII Workshop on Quantitative Finance -- Session on MATHEMATICAL FINANCE II (Sala Azzurra)
Parallel Sessions
29 January 2016 - 29 January 2016
Aims and Research Directions
List of Participants
Invited Speakers
Timetable
Documents
Timetable
Weeks:
[
Fri 29 Jan - Fri 29 Jan
]
Date
Time
Speaker
Room
Fri 29 Jan
11:00- 13:00
Cai, Jiatu - Tankov, Peter
"Asymptotic Lower Bounds for Optimal Tracking"
Sala Azzurra
11:00- 13:00
Bedini, Matteo Ludovico - Buckdahn, Rainer - Engelbert, Hans-Jürgen
"Brownian Bridges on Random Intervals"
Sala Azzurra
11:00- 13:00
De Angelis, Tiziano - Ferrari, Giorgio - Moriarty, John
"A solvable two-dimensional degenerate singular stochastic control problem with non convex costs"
Sala Azzurra
11:00- 13:00
Hitaj, Asmerilda - Mercuri, Lorenzo - Rroji, Edit
"Multivariate Mixed Tempered Stable Distribution"
Sala Azzurra
