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The AIMS Conference Series
Parallel Session 11 :: Wednesday, 12/18, 14:45-16:45
Special Session 118
Recent advances in mathematical finance
Organizer(s): Yerkin , Giorgio , Jorge
Capital Suite 3
14:45-15:15
David Zoltan Szabo (Corvinus University of Budapest, Hungary)
Optimal trading with regime switching: Numerical and analytic techniques applied to valuing storage in an electricity balancing market
15:15-15:45
Hessah Al-Motairi (Kuwait University, Kuwait)
Irreversible Capital Accumulation with Economic Impact
15:45-16:15
Alexandre V Antonov (ADIA, United Arab Emirates)
Ergodic optimization
16:15-16:45
Yerkin Kitapbayev (Khalifa University, United Arab Emirates)
A Coupled Optimal Stopping Approach to Pairs Trading over a Finite Horizon