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The Tenth Bachelier Colloquium on Mathematical Finance and Stochastic Calculus
                                                           January 17-24, 2016

Scientific Program

Topics: arbitrage theory, stochastic control with financial applications, information in risky investments, markets with transaction costs, market microstructure, benchmark approach, high speed trading, equilibrium models, fractional Brownian motion, defaultable securities, optimal stopping, martingale transport, financial regulations.


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