Poster Session
Michele Bottone: The mathematics of financial information: lattices, partitions, and stochastic measures
Bastian Gross: Adjoint Monte-Carlo techniques for Calibration
Pankaj Kumar: Defining Contagion Among Financial Market Using Treshold Copulas
Yan Tai Law: Asset pricing with random information flows
Mauro Rosestolato: Robustness for path-dependent volatility models
Grigory Temnov: Extended stability property for exponential families: a model for financial applications
Lukasz Wojciechowski: Approximation of Financial Market driven by Levy Process
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