Parallel Session 11 :: Wednesday, 12/18, 14:45-16:45


Special Session 118 Recent advances in mathematical finance
Organizer(s): Yerkin Kitapbayev , Giorgio Consigli , Jorge Zubelli 		Capital Suite 3
 14:45-15:15  David Zoltan Szabo (Corvinus University of Budapest, Hungary)
 Optimal trading with regime switching: Numerical and analytic techniques applied to valuing storage in an electricity balancing market
 15:15-15:45  Hessah Al-Motairi (Kuwait University, Kuwait)
 Irreversible Capital Accumulation with Economic Impact
 15:45-16:15  Alexandre V Antonov (ADIA, United Arab Emirates)
 Ergodic optimization
 16:15-16:45  Yerkin Kitapbayev (Khalifa University, United Arab Emirates)
 A Coupled Optimal Stopping Approach to Pairs Trading over a Finite Horizon