Special Semester on Stochastics with Emphasis on Finance
Linz, September 2008 - December 2008
Workshop on Optimization and Optimal Control, October 20 - 24, 2008


Hansjörg Albrecher, University of Linz & RICAM, Austria
Karl Kunisch, University of Graz & RICAM, Austria
Hanna Pikkarainen, RICAM, Austria
Wolfgang Runggaldier, University of Padova, Italy
Walter Schachermayer, TU Vienna & RICAM, Austria

Invited Speakers

Nicole Baeuerle, University of Karlsruhe, Germany
Bruno Bouchard, University Paris-Dauphine, France
Romuald Elie, University Paris-Dauphine, France
Hans U. Gerber, University of Lausanne, Switzerland
Fausto Gozzi, LUISS, Italy
Christian Hipp, University of Karlsruhe, Germany
Damien Lamberton, University of Marne-la-Vallée, France
Bernt Oeksendal, University of Oslo, Norway
Jostein Paulsen, University of Bergen, Norway
Huyên Pham, University of Paris VII, France
Manfred Schael, University of Bonn, Germany
H.Schmidli, University of Köln, Germany
Mogens Steffensen, University of Copenhagen, Denmark
Agnes Sulem, INRIA, France
Peter Tankov, Paris VII University, France
Nizar Touzi, Ecole Polytechnique, France
Mihail Zervos, London School of Economics, UK
Xunyu Zhou, University of Oxford, UK
Gordan Zitkovic, The University of Texas at Austin, USA

Program details

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