The international Conference on “Frontiers in Stochastic Modelling for Finance” (https://fsmf2023.community.unipa.it/) held in Palermo from 25-27 October, 2023, organized by the Department of Economics, Business and Statistics (DSEAS) of the University of Palermo. The aim of the conference was to enhance existing connections and foster new collaboration between intyernational researchers in the fields of modelling for finance, stochastic control and quantitative finance, thus offering a development chance for brilliant post-doc and PhD students.
The scientific program consisted of plenary talks and presentations in parallel sessions of contributed papers on:
- Financial Mathematics,
- Decision Theory,
- Mathematics for Economics,
- Actuarial Mathematics,
- Game Theory,
- Optimization and Mathematical Economics.
The Conference took place at the Splendid Hotel la Torre, sited via Piano di Gallo, 11, 90151, Palermo – Mondello. The venue is located in the University of Palermo and situated in the small borough of Mondello, between Mount Gallo and Mount Pellegrino with a magnificent beach and the Natural Reserve of Capo Gallo.
Committee
Speakers
Abstracts
Scientific Committee
- Samantha Ajovalasit, Università di Palermo
- Giorgia Callegaro, Università di Padova
- Laura Carosi, Università di Pisa
- Etienne Chevalier, Université d’Evry Val d’Essonne
- Andrea Consiglio, Università di Palermo
- Vathana Ly Vath, ENSIIE Université Paris Saclay
- Federico Maglione, Università di Firenze
- Simone Scotti, Università di Pisa
- Andrea Simonetti, Università di Palermo
- Nizar Touzi, New York University
- Chao Zhou, National University of Singapore
Invited Speakers
- Bayraktar Erhan – University of Michigan
- Benezet Cyril – ENSIIE
- Bernis Guillaume – Natixis Insurance
- Ceci Claudia – Università la Sapienza Roma
- Colivicchi Ilaria – Università di Firenze
- Confortola Fulvia – Politecnico di Milano
- Di Girolami Cristina – Università di Bologna
- Fu Guanxing – The Hong Kong Polytechnic University
- Gourion Bernard – BPCE
- Guyon Julien – ENPC and Université Paris Cité
- Hilairet Caroline – ENSAE
- Kebaier Ahmed – Université d’Evry
- Oliva Immacolata – Università la Sapienza Roma
- Ruf Johannes – London School of Economics
- Sanfelici Simona – Università di Parma
- Schweizer Martin – ETH Zurich
- Sgarra Carlo – Universitá di Bari
- Shiqi Song – Université d’Evry
- Touzi Nizar – New York University
- Villeneuve Stéphane – Toulouse School of Economics
