Wednesday, July 6, 2016
09:00
10:00
11:00
12:00
13:00
14:00
15:00
16:00
17:00
18:00
›9:00 (50min)
Plenary talk: Terry Lyons
Chair: Francois Delarue
› Amphiteater Pasquier
›9:50 (50min)
› Amphiteater Pasquier
›10:40 (30min)
› Room Marie Curie
›11:10 (50min)
Plenary talk: Michael Ludkovski
Chair: Peter Tankov
› Amphiteater Pasquier
›12:00 (2h30)
› Room Marie Curie
›13:30 (1h)
› Room Marie Curie
›14:30 (1h30)
Simulation of BSDEs
Organizer: Plamen Turkedjiev
› Amphiteater Pasquier
›14:30 (1h30)
Simulation of stochastic graphs and applications
Organizer: Florent Benaych-Georges
› Amphiteater Roussy
›16:00 (30min)
› Room Marie Curie
›16:30 (1h30)
HPC and GPU
Organizer: Lokmane Abbas-Turki
› Amphiteater Pasquier
›16:30 (1h30)
Optimal trading
Organizer: Sophie Laruelle
› Amphiteater Roussy
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