ИСТИНА

• Охват: Международная
• Даты проведения: 24-28 июня 2013
• Место проведения: Moscow, Россия
• Организатор:
  Математический институт имени В. А. Стеклова РАН
• Описание конференции:

  International Conference "Advanced Finance and Stochastics" was held on June 24-28, 2013 at Steklov Mathematical Institute in Moscow, Russia. 51 papers were presented at the Conference, which cover areas such as stochastic control in nance, derivatives pricing and hedging, portfolio selection, statistics of nancial data, risk theory and others. The Conference was organized by Steklov Mathematical Institute, Laboratory for Structural Methods of Data Analysis in Predictive Modeling, Center for Structural Data Analysis and Optimization, and Institute for Information Transmission Problems. Financial support was provided by the Government of the Russian Federation, grant ag.11.G34.31.0073. Scientic Committee: D. Belomestny, M. Schweizer, A. Shiryaev, V. Spokoiny Organizing Committee: A. Shiryaev, V. Spokoiny, A. Kuleshov, N. Beyer, E. Burnaev, B. Kashin, A. Muravlev, A. Sergeev, T. Tolozova, P. Yaskov, M. Zhitlukhin, S. Zhulenev

• Добавил в систему: Гущин Александр Александрович

Доклады:

• 2013 On Essential Supremum and Essential Maximum with Respect to Random Partial Orders with Applications to Hedging (Приглашенный)
• Автор: Кабанов Юрий Михайлович

• 2013 On a connection between superhedging prices and the dual problem in utility maximization
• Автор: Гущин А.А.

• 2013 On essential supremum and essential maximum with respect to random partial orders with applications to hedging (Приглашенный)
• Автор: Кабанов Юрий Михайлович