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The Fourteenth Bachelier Colloquium on Mathematical Finance and Stochastic Calculus
                                                           January 13-18, 2020

Scientific Program

Special topic: machine learning in finance.
Traditional 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.


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