BSDE24 – Pisa, May 9-11, 2024

The organization of this workshop ( represented an important step in the development of new collaborations and scientific results in the field of Backward Stochastic Differential Equations (BSDE) which has a important applications in finance. Particularly in optimization and hedging problems since the horizon of the investment is fixed.   

The workshop provided a global view into Backward Stochastic Differential Equations and Control, focusing on recent and prolific developments as well as application in economics and finance.

The event was hosted by the Department of Economics and Management, University of Pisa, and took place at the “Gipsoteca di Arte Antica“, housed in the church of S. Paolo all’Orto, University of Pisa (Piazza San Paolo all’Orto 20, 56127 Pisa).

Invited Speakers

  • Alessandro Bondi, Ecole Polytéchnique, France;
  • Claudia Ceci, Università di Roma la Sapienza, Italia;
  • Monique Jeanblanc, Université d’Evry Val d’Essonne, France;
  • Celine Labart, Université de la Savoie, Mont Blanc, France;
  • Marie Amelie Morlais, Université du Mans, France;
  • Dylan Possamai, ETH, Switzerland;
  • Francesco Russo, Ecole Nationale Supérieure de Techniques Avancées, France;
  • Xiaolu Tan, Chinese University of Hong Kong, HK China.

Scientific Committee

  • Riccardo Cambini (Università di Pisa)
  • Etienne Chevalier (Université d’Evry Val d’Essonne)
  • Fulvia Confortola (Politecnico di Milano)
  • Rachele Foschi (Università di Pisa)
  • Céline Labart (Université de la Savoie Mont Blanc)
  • Simone Scotti (Università di Pisa)
  • Chao Zhou (National University of Singapore)
  • Paulin Aubert, Université d’Evry Val d’Essonne, France;
  • Cyril Benezet, ENSIIE, France;
  • Giorgia Callegaro, Università di Padova, Italy;
  • Riccardo Cambini, Università di Pisa, Italy;
  • Laura Carosi, Università di Pisa, Italy;
  • Etienne Chevalier, Université d’Evry Val d’Essonne, France;
  • Fulvia Confortola, Politecnico di Milano, Italy;
  • Paolo Di Domenicantonio, Università di Pisa, Italy;
  • Cristina Di Girolami, Università di Bologna, Italy;
  • Giovanna D’Inverno, Università di Pisa, Italy;
  • Nicole El Karoui, Université Sorbonne (Paris VI), France
  • Rachele Foschi, Università di Pisa, Italy;
  • Alexis Houssard, Université de Paris Cité and BPCE, France;
  • Erik Iemane, Universit`a di Pisa, Italy;
  • Monique Jeanblanc, Université d’Evry Val d’Essonne, France;
  • Celine Labart, LAMA – Université Savoie Mont Blanc, France;
  • Puya Lafat, KU Leuven, Belgium;
  • Jerome Lelong, Grenoble INP – UGA, France;
  • Vathana Ly Vath, ENSIIE, France;
  • Marie-Amelie Morlais, Université du Mans, France;
  • Huyen Pham, Université de Paris Cité, France;
  • Monique Pontier, Institut Mathématique de Toulouse, France;
  • Dylan Possamai, ETH Zurich , Switzerland;
  • Sergio Pulido, ENSIIE, France;
  • Francesco Russo, ENSTA Paris, Institut Polytechnique de Paris, France;
  • Simone Scotti, Università di Pisa, Italy;
  • Xiaolu Tan, the Chinese University of Hong Kong, Hong Kong;
  • Emanuele Vannucci, Università di Pisa, Italy;