Organizing Commitee:
Zakaria ALJABERI
Hanen MEZGHANI
Mohamed MNIF
08h45-09h45 Said Hamadane (Le Mans university), Stochastic Impulse Control with Delay and Random Coefficients.
09h45-10h25 Mohamed Gaigi (ENIT), A dam management problem with energy production as an optimal switching problem.
10h25-10h55: Break.
10h55-11h35 Olfa Draouil (FST), Optimal insider control and semimartingale decompositions under enlargement of filtration.
11h35-12h15: Azmi Makhlouf (ENIT), The Delta hedging error for Asian-type options with
possibly irregular payoffs.