• Andreasson, Johan (University of Technology Sydney)
  A Least-Squares Monte Carlo Dynamic Programming approach to Retirement Modelling

 

• Balata, Alessandro (University of Leeds)
  Regress Later Monte Carlo for Controlled Markov Processes

 

• Bartl, Daniel (Universiät Konstanz)
  Pointwise Dual Representation of Dynamic Convex Expectations

 

• Bilarev, Todor (Humboldt-Universität zu Berlin)
  Multiplicative Impact Model with Transient Impact: Modeling Issues and Superhedging of European Options

 

• Chau, Huy Ngoc (Alfréd Rényi Institute of Mathematics)
  Stochastic Algorithm with a Mixing Process and Discontinuity in the Parameters

 

• Ciccarella, Carlo (Ecole Polytechnique Fédérale de Lausanne)
  Sailboat Trajectory Optimization

 

• Dandapani, Aditi (ETH Zürich)
  Strict Local Martingales and Initial Expansions of Filtrations

 

• De Angelis, Tiziano (University of Leeds)
  The Dividend Problem with a Finite Horizon

 

• Desmettre, Sascha (Karlsruhe Institute of Technology (KIT))
  Worst-Case Optimal Investment in Incomplete Markets

 

• Frentrup, Peter (Humbold-Universität zu Berlin)
  Optimal Liquidation under Stochastic Order Book Imbalance

 

• Gapeev, Pavel (London School of Economics)
  On the Perpetual American Options on a Traded Account

 

• Herdegen, Martin (University of Warwick)
  Equilibrium Liquidity Premia

 

• Hieber, Peter (Universität Ulm)
  Funding Life Insurance Contracts with Guarantees: How can we Optimally Respond to the Policyholder’S Needs?

 

• Kraft, Holger (Goethe University Frankfurt)
  Predictors and Portfolios Over the Life Cycle

 

• Lenga, Matthias (Christian-Albrechts Universiät Kiel)
  Representable American options

 

• Leobacher, Gunther (Karl-Franzens University Graz)
  Utility Indifference Pricing of Insurance Catastrophe Derivatives

 

• Melnyk, Yaroslav (Ecole Polytechnique Fédérale de Lausanne)
  Utility Maximization under Small Jump Intensity

 

• Moreno-Franco, Harold (National Research University Higher School of Economics Moscow)
  Singular Stochastic Control Problem for Lévy Diffusions

 

• Perkkiö, Ari-Pekka (Ludwig-Maximilians-Universität Munich)
  Convex Integral Functional of Regular Processes

 

• Sass, Jörn (University of Kaiserslautern)
  Model Reduction and Mutual Funds for Portfolio Optimization in Hidden Markov Models

 

• Shardin, Anton (Brandenburg University of Technology Cottbus-Senftenberg)
  Partially Observable Stochastic Optimal Control Problems for an Energy Storage

 

• Stelzer, Robert (Ulm University)
  Shall you invest more Risky when you are still young?

 

• Szölgyenyi, Michaela (Vienna University of Economics and Business)
  Convergence of Euler-Maruyama for SDEs in Stochastic Control

 

• Voss, Moritz (Technische Universität Berlin)
  Linear Quadratic Stochastic Control Problems with Singular Stochastic Terminal Constraint

 

• Westphal, Dorothee (University of Kaiserslautern)
  Expert Opinions for Multivariate Stock Returns with Gaussian Drift

 

• Wunderlich, Ralf (Brandenburg University of Technology Cottbus-Senftenberg)
  Expert Opinions and Utility Maximization in a Market with Partially Observable Gaussian Drift

 

• Zalashko, Anastasiia (University of Vienna)
  Anticipation of Information via Causal Transport

 

• Zawisza, Dariusz (Jagiellonian University Kraków)
  General Solution to the Stochastic Control on the Half Line with some Optimal Consumption and Dividend Applications