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Arnaud Lionnet - Time-discretization of monotone BSDEs with polynomial growth
14:00 - 14:30
Géraldine Bouveret - A Weak Discrete American-Type Stochastic Target Problem and its Application.
14:30 - 15:00
Kai Du - On solvability conditions for backward stochastic Riccati equations
15:00 - 15:30
Thomas Kruse - BSDEs with singular terminal condition and applications to optimal trade execution
15:30 - 16:00
Break
16:00 - 16:30
Ricardo Romo Romero - Indifference fee rate for variable annuities
16:30 - 17:00
Ludovic Moreau - Stability results for constrained FBSDEs
17:00 - 17:30
Olena Ragulina - Optimal control by franchise and deductible amounts in the classical risk model
17:30 - 18:00
Roxana Dumitrescu - Double reflected BSDEs with jumps and generalized Dynkin games
18:00 - 18:30
Mise à jour de l'ordre du jour...
