23 – 27 April 2018, China
This biannual conference invites junior researchers to present their most recent work in the areas of BSDEs, nonlinear expectations and mathematical finance. It is our tradition to encourage Ph.D. students, postdoctoral fellows and young researchers to apply and present.
Programme
Talks are solicited on the topics, including, but not limited to:
- BSDEs, Second-order BSDEs, Path-dependent PDEs, Numerical methods and related stochastic control problems
- $g$-expectation, $G$-expectation, Generalized probability theory
- Risk measures, Market microstructure, Robust finance, etc
There will be about 40 contributed talks of 30 minutes each.
Paper Submission
Submissions may be sent to bsdeworkshop2018@cmap.polytechnique.fr. The submission deadline is 31 January 2018. The authors will be notified of the review committee’s decision by end February 2018.
Your application should include the following information:
- Name
- Institution
- Professional status (Ph.D. student, Post-doctoral researcher, Assistant Professor, etc)
- Expected arrival and departure dates
- A title and an abstract.
Registration
Registration is mandatory. Register is closed.
Registration Fee: RMB400. Organizers will collect this fee on the day of conference.
Closing Date: 31 January 2018.
For speakers, accommodation expenses will be covered. Limited support for travel expenses may also be available upon individual request.
For non-presenting attendants, we will not be able to provide financial support.
Venue
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Shanghai Jiao Tong University, Shanghai, China
Organizing Committee
- Xinpeng LI (Shandong University, China)
- Yiqing LIN (Ecole Polytechnique, France / Shanghai Jiao Tong University, China)
- Zhenjie REN (Paris Dauphine University, France)
- Xiaolu TAN (Paris Dauphine University, France)
- Dewen XIONG (Shanghai Jiao Tong University, China)
- Jing ZHANG (Fudan University, China)
- Chao ZHOU (National University of Singapore, Singapore)
Scientific Committee
- Samuel N. COHEN (University of Oxford, United Kingdom)
- Samuel DRAPEAU (Shanghai Jiao Tong University, China)
- Gechun LIANG (University of Warwick, United Kingdom)
- Shige PENG (Shandong University, China)
- Shanjian TANG (Fudan University, China)
- Nizar TOUZI (Ecole Polytechnique, France)
- Zuoquan XU (Hong Kong Polytechnic University, Hong Kong)
Jointly organized by
Contact Us
For other enquiries, please contact bsdeworkshop2018@cmap.polytechnique.fr.