Workshop
"Stochastics and Finance"
July 1819, 2017
Invited Speakers

Michael Anthropelos (University of Piraeus)

Pricing and hedging in (in)complete financial markets (an overview).

The pricing of contingent claims and optimal positions in asymptotically complete markets.

Carole Bernard (Grenoble École de Management)

Cost efficient strategies under model ambiguity.

Two and three fund separation theorem under general assumptions.

Sotirios Sabanis (University of Edinburgh)

A new generation of explicit algorithms for SDEs with
superlinear coefficients and their applications in Finance.

Stavros Vakeroudis (University of Cyprus)

Windings and Asian Options, Part I: Windings and Exponential Functionals.

Windings and Asian Options, Part II: Asian Options.

Steven Vanduffel (Vrije Universiteit Brussel)
 Optimal Strategies Under Omega Ratio.
 Rearrangement Algorithm and Maximum Entropy.