The workshop will be held in the School of Mathematics in Leeds (UK) on 19 September 2016.

Registration is FREE but COMPULSORY (for catering porpuses). 

If you intend to take part please send an email to Elena Issoglio (e.issoglio@leeds.ac.uk) by Monday 12th September.

_______________________

Programme

12:00-13:00 - Buffet lunch

13:00-13:45 - Russo, F. - BSDEs, càdlàg martingale problems and mean-variance hedging under basis risk
13:45-14:30 - Issoglio, E. - Forward-Backward SDEs with distributional coefficients
14:30-14:50 - Shi, Q. - American Eagle Options

14:50-15:30 - Coffee Break

15:30-16:15 - Dos Reis, G. - Ideas on pathwise directional derivatives beyond Cameron-Martin directions
16:15-16:35 - Dhariwal, G. - 2D Stochastic Constrained Navier-Stokes Equations
16:35-16:55 - Johnson, P. - Optimal Stopping in Mathematical Statistics

18:30 - Social Dinner

________________________

This workshop is sponsored by the LMS. Partial travel funding is available for young researchers including PhDs and Post-Docs. Please email Elena for further information about financial support.

For more details see http://www.maths.leeds.ac.uk/topics_in_sdes Best wishes,
Elena