Scientific Committee
Comité scientifique Nicole El Karoui (École Polytechnique) Peter Imkeller (Humboldt University-Berlin) Bernt Øksendal (University of Oslo) Wolfgang Runggaldier (University of Padova) Halil Mete Soner (Princeton University) Nizar Touzi (École Polytechnique) |
Organizing Committee
Comité d'organisation Rainer Buckdahn (Université Bretagne Occidentale) Giorgio Ferrari (Bielefeld University) Miryana Grigorova (University of Leeds) Franck Riedel (Bielefeld University) Marie-Claire Quenez (Université de Paris) |
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Description
The interactions between stochastic control, optimal stopping, mathematical economics and mathematical finance will be at the core of the conference. This event will bring together leading experts and promising young researchers from different scientific backgrounds, interested in the interplay between theoretical and applied research. New developments in some of the most active research fields will be presented, such as: robustfinance, backward stochastic differential equations, non-linear expectations and non-linear optimal stopping, singular stochastic control, model-freefinance, principal-agent problems, mean-field games, behavioural finance, market equilibria. The conference will place an emphasis on the connections between the areas and on directions for future research. We expect a high-level and high-impact event which will inspire new collaborations and will
open avenues for new applications.
open avenues for new applications.
Speakers to be confirmed
Adrien Barrasso (Université d'Évry)
Erhan Bayraktar (University of Michigan)
Patrick Beissner (Australian National University)
Bruno Bouchard (Université Paris Dauphine - PSL)
Abel Cadenillas (University of Alberta)
Giorgia Callegaro (University of Padova)
Claudia Ceci (Gabriele d'Annunzio University)
Stéphane Crépey (Université de Paris)
Jaksa Cvitanic (California Institute of Technology)
Tiziano De Angelis (University of Turin)
Salvatore Federico (University of Calgary)
Hans Föllmer (Humboldt University of Berlin)
Xin Guo (University of California, Berkeley)
Saïd Hamadène (Université du Maine)
Vicky Henderson (University of Warwick)
Elyès Jouini (Université Paris-Dauphine - PSL)
Benjamin Jourdain (École des Ponts ParisTech)
Yuri Kabanov (Université de Franche-Comté)
Sigrid Källblad (KTH Royal Institute of Technology)
Ioannis Karatzas (Columbia University)
Maike Klein (Vienna University of Technology)
Michael Kupper (University of Konstanz)
Damien Lamberton (Université Gustave Eiffel)
Hanwu Li (Bielefeld University)
Juan Li (Shandong University)
Yiqing Lin (École Polytechnique)
Jin Ma (University of Southern California)
Fabio Maccheroni (Bocconi University)
Anis Matoussi (Le Mans Université)
Jan Palczewski( University of Leeds)
Shige Peng (Shandong University)
David Prömel (University of Mannheim)
Philip Protter (Columbia University)
Martin Schweizer (ETH Zürich)
Jan-Henrik Steg (Bielefeld University)
Agnès Sulem (INRIA Paris)
Ludovic Tangpi (Princeton University)
Hao Xing (Boston University)
Jianfeng Zhang (University of Southern California)
Mikhail Zhitlukhin (Steklov Institute Moscow)
Gordan Zitkovic (University of Texas at Austin)
Adrien Barrasso (Université d'Évry)
Erhan Bayraktar (University of Michigan)
Patrick Beissner (Australian National University)
Bruno Bouchard (Université Paris Dauphine - PSL)
Abel Cadenillas (University of Alberta)
Giorgia Callegaro (University of Padova)
Claudia Ceci (Gabriele d'Annunzio University)
Stéphane Crépey (Université de Paris)
Jaksa Cvitanic (California Institute of Technology)
Tiziano De Angelis (University of Turin)
Salvatore Federico (University of Calgary)
Hans Föllmer (Humboldt University of Berlin)
Xin Guo (University of California, Berkeley)
Saïd Hamadène (Université du Maine)
Vicky Henderson (University of Warwick)
Elyès Jouini (Université Paris-Dauphine - PSL)
Benjamin Jourdain (École des Ponts ParisTech)
Yuri Kabanov (Université de Franche-Comté)
Sigrid Källblad (KTH Royal Institute of Technology)
Ioannis Karatzas (Columbia University)
Maike Klein (Vienna University of Technology)
Michael Kupper (University of Konstanz)
Damien Lamberton (Université Gustave Eiffel)
Hanwu Li (Bielefeld University)
Juan Li (Shandong University)
Yiqing Lin (École Polytechnique)
Jin Ma (University of Southern California)
Fabio Maccheroni (Bocconi University)
Anis Matoussi (Le Mans Université)
Jan Palczewski( University of Leeds)
Shige Peng (Shandong University)
David Prömel (University of Mannheim)
Philip Protter (Columbia University)
Martin Schweizer (ETH Zürich)
Jan-Henrik Steg (Bielefeld University)
Agnès Sulem (INRIA Paris)
Ludovic Tangpi (Princeton University)
Hao Xing (Boston University)
Jianfeng Zhang (University of Southern California)
Mikhail Zhitlukhin (Steklov Institute Moscow)
Gordan Zitkovic (University of Texas at Austin)
SPONSORS