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The AIMS Conference Series
Parallel Session 13 :: Thursday, 12/19, 8:00-9:30
Special Session 118
Recent advances in mathematical finance
Organizer(s): Yerkin , Giorgio , Jorge
Capital Suite 3
8:00-8:30
Diogo Gomes (KAUST, Saudi Arabia)
Price Formation Models with Common Noise: A Variational Approach
8:30-9:00
Giulio Occhionero (Al Ramz PSJC, United Arab Emirates)
The Boltzmann Equation in Finance
9:00-9:30
Dmitry Muravey (ADIA, United Arab Emirates)
Multilayer heat equations and their solutions via oscillating integral transforms