| Invited Lecturers |
Lecture Topic |
Bernard DE
MEYER
Université de Paris 1, Paris, France
|
Repeated
Games with incomplete information and finance
|
Saïd HAMADENE
Université du Maine, Le Mans, France |
Optimal Switching problems |
Patrick HENAFF
Université de Bretagne Occidentale-
Brest- France
|
Pricing and hedging in
practice: deviations from financial theory and how market participants
deal with them
|
Youri
KABANOV
Université de Franche Comté, Besançon,
France |
Hamilton-Jacobi-Bellman
equations in financial models with transaction cost |
Jorge LEON
CINVESTAV Instituto Politecnico National- Mexico
City- Mexico
|
Stochastic integration with
respect to the fractional Brownian motion and some application to SDE's
|
Juan LI-
Rainer BUCKDAHN
Shangdong University, Branch of Weihai, Weihai, PR
China
Université de Bretagne Occidentale, Brest, France |
2-Persons Zero-Sum Stochastic
Differential Games
|
Jing MA
University of Southern California, Los Angeles USA
|
Actuarial models and
their connection with finance
|
Shige PENG
Shangdong University, Jinan, PR China |
G-expectation in stochastic
control and finance
|
Shanjian TANG
Fudan University, Shangai, PR China
|
Linear quadratic optimal
Stochastic control and its application in finance
|
Marco
FUHRMAN & Fausto
GOZZI
Universita di Milano Bicocca, Milano & LIUSS
University, Roma, Italy
|
Hamilton-Jacobi-Bellman
equations in infinite dimensions
|
