Plenary Lectures

Available soon.

Mini Symposia

(slots of four 20 minutes talks).

• Advanced Pricing Models and Numerical Approaches for Emission Allowances and Renewable Energy Certificates (Matthias Ehrhardt)
• Diffusion models with dependency structure and applications (Armand Bernou)
• Time-Inhomogeneous Lévy (Additive) Processes: Applications in Finance and Energy (Michele Azzone)
• Recent approaches to Portfolio Optimization, Interest Rate Determination, Option Pricing and Intensity Graduation in Multiple State Models (Manuel Esquível)

Contributed talks

To be submitted the following Thematic Sections:

• Mean Field Games, Stochastic Control and Portfolio Optimization
• Stochastic Models for Sustainability
• Decentralized Finance (DeFi) and Cryptography (Stochastic modeling for cryptocurrency markets)
• Machine Learning Approaches in Financial Stochastic
• Quantum Computing in Financial Simulations
• Stochastic models: analytical and numerical methods
• Credit Risk and Portfolio Management.