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10:00
11:00
12:00
13:00
14:00
15:00
16:00
17:00
18:00
19:00
20:00
21:00
Prof. Jean Jacod
Estimation of volatility in presence of high activity jumps, noise and irregular sampling
Angers - France
10:00 - 10:40
Coffee Break
Angers - France
10:40 - 11:00
Prof. Ernst Eberlein
Two price valuation theory
Angers - France
11:00 - 11:40
Break
Angers - France
11:40 - 11:50
Prof. Nizar Touzi
Moral hazard and second order backward SDEs
Angers - France
11:50 - 12:30
Lunch, Foyer Darwin
Angers - France
12:30 - 14:30
Prof. Ljudmila Bordag
Optimization problem for a portfolio with an illiquid asset: Lie group analysis
Angers - France
14:30 - 15:10
Break
Angers - France
15:10 - 15:20
Prof. Marina Kleptsyna
Mixed Gaussian processes: a filtering approach
Angers - France
15:20 - 16:00
Coffee Break
Angers - France
16:00 - 16:20
Prof. Jordan Stoyanov
Probability Distributions: Characterizations by Their Moments
Angers - France
16:20 - 16:50
Break
Angers - France
16:50 - 17:00
Prof. Loïc Chaumont
Inversion, duality and h-processes of self-similar Markov processes
Angers - France
17:00 - 17:40
Conference dinner at the restaurant ''La Ferme'' . Adresse : 2 Place Freppel, 49100 Angers. Téléphone :02 41 87 09 90
Angers - France
19:30 - 21:30
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