Parallel Session 11 :: Wednesday, 12/18, 14:45-16:45


Special Session 118 Recent advances in mathematical finance
Organizer(s): Yerkin Kitapbayev , Giorgio Consigli , Jorge Zubelli 		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