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Event schedule

Monday  23th

11-11.40 Viktor Bezborodov (University of Verona): “Control of linear randomly delayed systems”

11.40-12.20 Etienne Chevalier (Université d’Évry Val d’Essonne): “Optimal Dividend and Investment Policy with Debt Covenants”

LUNCH

14.20-15.00 Giorgia Callegaro (University of Padova): “Optimal investment in markets with over and under-reaction to information, by G. Callegaro, M Gaigi, S. Scotti and C. Sgarra”.

15.00 -15.40 Luca Prezioso (Università di Trento): “Bank capital – optimal liquidation strategies and open problems”

COFFEE BREAK

16.10-16.50 Shiqi Song (Université d’Évry-Val-d’Essonne): “Estimation of the horizon up to which a quadratic BSDE has a solution: in search of a centralized approach of the multi-dimensional quadratic BSDEs”

16.50-17.30 Simone Scotti (Paris Diderot University): “Branching Processes: Applications, Calibration and Open Questions”


Tuesday 24th

9.30 – 10.10 Francesco Cordoni (HPA – High Performance Analytics): “Stochastic PDE’s on networks: recent developments and open problems”

10.10 10.50 Carlo Sgarra (Politecnico di Milano): “High Frequency Trading and information Value”

COFFEE BREAK

11.20 12.00 Chiara Benazzoli (University of Trento): “Mean-field games with controlled jumps”

12.00 12.40 Vathana Ly Vath (ENSIIE): “Capital Structure Problems for Banks under Constraints”


ACCOMMODATION

We have selected a short list of accommodation facilities in Verona. You can find it here