Conference «Stochastic Calculus, Martingales and Financial Modeling»
Conference «Stochastic Calculus, Martingales and Financial Modeling» will be organized in Saint Petersburg, Russia, on June, 29 — July, 6, 2014.
Main topics:
Stochastic differential equations, Stochastic control, Asset pricing and hedging, Market microstructure, Numerical stochastic methods, Fractional Brownian motion
Confirmed participants:
| F. Biagini (Munich University) | F. Delbaen (ETH Zurich) | R. Douady (University Paris 1) |
| E. Eberlein (Freiburg University) | H.-J. Engelbert (Jena University) | H. Foellmer (ETH Zurich) |
| J. Kallsen (Kiel University) | M. Kijima (Tokyo Metropolitan University) | T. Meyer-Brandis (Munich University) |
| S. Peng (Shandong University) | W. Runggaldier (Padova University) | M. Schweizer (ETH Zurich) |
| T. Suzuki (Hokkaido University) | J. Teichmann (ETH Zurich) | T. Shibata (Tokyo Metropolitan University) |
| N. Touzi (Ecole Polytechnique) | L. Vostrikova (University of Angers) | M. Zervos (London School of Economics) |
| D. Belomestny (Duisburg-Essen University) | A. Mijatovic (London School of Economics) | M. Urusov (Duisburg-Essen University) |
| P. Tankov (University Paris 7) | E. Lepinette (CEREMADE) | Y. Kutoyants (University of Maine) |
| G. Shevchenko (Kiev University) | A. Winter (Duisburg-Essen University) | S. Pergamentschikov (University of Rouen) |
| C. Kardaras (London School of Economics) | A. Danilova (London School of Economics) | J. Grepat (CEREMADE) |
| D. Kramkov (Carnegie Mellon University) |