"Stochastics and Finance"

July 18-19, 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.
Room A303
Department of Mathematics and Applied Mathematics
University of Crete
Heraklion, Crete