2018 Taipei, Taiwan

SS3:  Recent trends in mathematical finance

Organizer(s):
Name:
Affiliation:
Country:
Institute for Financial Studies and School of Mathematics, Shandong University
Peoples Rep of China
Institute for Financial Studies and School of Mathematics, Shandong University
Peoples Rep of China
Institute for Financial Studies and School of Mathematics, Shandong University
Peoples Rep of China
Abstract:
This session will focus on some recent developments in the theory of mathematical finance, including pure analysis and applications. Questions of mathematical finance, nonlinear expectation and backward stochastic differential equations will be central topics of discussion. The goal of this minisymposium is to provide a forum to discuss the recent progress and promising directions in mathematical finance and their applications to the financial market and economical problems.