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The Thirteenth Bachelier Colloquium on Mathematical Finance and Stochastic Calculus
                                                           January 7-12, 2019

Scientific Program

Topics: arbitrage theory, robust models, martingale transport, markets with transaction costs, energy markets, market microstructure, high speed trading, set-valued methods, actuarial models, systemic risk, defaultable securities, optimal stopping, stochastic control, fractional Brownian motion, BSDEs, classical and non-commutative stochastic calculus.


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