### Contributing Speakers

Ram Sharan Adhikari

University of Wisconsin, Milwaukee

A weak simpson method for a class of stochastic differential equation and numerical stability results

view abstract
Christian Keller

University of Southern California

Pathwise viscosity solutions of stochastic PDEs

view abstract
Ruihua Liu

University of Dayton

A tree method for option pricing in switching models with state dependent switching rates

view abstract
Oleksii Mostovyi

The University of Texas at Austin

An Expansion in the Model Space in the Context of Utility Maximization

view abstract
Kihun Nam

Rutgers University

Multidimensional quadratic BSDEs which are related to stochastic differential game

view abstract
Duy Nguyen

Mass College of Liberal Arts

Numerical schemes for pricing asian options under state-dependent regime-switching jump-diffusion models

view abstract
Alexander Shklyarevsky

Model Risk Management, AIG

Certain developments in ODE, SDE, PDE, PIDE and related analytical approaches and their applications to physics and quantitative finance and insurance

view abstract
Konstantinos Spiliopoulos

Boston University

Indifference pricing for contingent claims: large deviations effects

view abstract
Agnes Tourin

NYU Polytechnic School of Engineering

A dynamic model for pairs trading strategies

view abstract
Lakshithe Wagalath

IESEG School of Management

Institutional investors and the dependence structure of asset returns

view abstract
Kim Weston

Carnegie Mellon University

Stability of utility maximization in nonequivalent markets

view abstract
Mackenzie Wildman

Lehigh University

A gaussian markov alternative to fractional brownian motion for pricing financial derivatives

view abstract
Zhixin Yang

University of Wisconsin - Eau Claire

Evaluation of risk based premium of pension benefit guarantee corporation with regime switching

view abstract