Events & Calendar

Stochastic Control and Applications in Finance and Economics
Apr 25, 2024 to Apr 25, 2024

Location : ENIT, Salle Chaire Unesco

L'inscription est gratuite mais nécessaire. Ci joint le lien 
 

 

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.

 

 

List of participants to this conference
Apr 25, 2024 to Apr 25, 2024

No participants
Contact
secretary@mims-institut.org