All are welcome.
Unless otherwise specified, the Stochastic Finance seminar takes place on Fridays at 11:00 am in room A1.01.
|Workshop on Stochastic Optimal Control and its Applications (all talks in A1.01)|
|10:30-11:15||Tianyang Nie (Shandong)|
|Arbitrage-free Pricing of American Options and Game Options in Nonlinear Market Models|
|11:15-12:00||Mingshang Hu (Shandong)|
|Stochastic global maximum principle for optimization with recursive utilities|
|14:00-14:45||Jingtao Shi (Shandong)|
|Connection between MP and DPP for Stochastic Recursive Optimal Control Problems|
|14:45-15:30||Falei Wang (Shandong)|
|Stochastic optimal control problem with infinite horizon driven by G-Brownian motion|
|15:00-16:00||Shige Peng (Shandong)|
|Real data analysis by nonlinear expectation theory|
For further information, please contact the seminar organiser Martin Herdegen.