Parallel Session 13 :: Thursday, 12/19, 8:00-9:30


Special Session 118 Recent advances in mathematical finance
Organizer(s): Yerkin Kitapbayev , Giorgio Consigli , Jorge Zubelli 		Capital Suite 3
 8:00-8:30  Diogo Gomes (KAUST, Saudi Arabia)
 Price Formation Models with Common Noise: A Variational Approach
 8:30-9:00  Giulio Occhionero (Al Ramz PSJC, United Arab Emirates)
 The Boltzmann Equation in Finance
 9:00-9:30  Dmitry Muravey (ADIA, United Arab Emirates)
 Multilayer heat equations and their solutions via oscillating integral transforms