Invited Speakers

• Floyd Hanson, University of illinois at Chicago
  Risk-Neutral, Monte Carlo Valuation for Options in a Jump-Diffusion Environment
• Kurt Helmes, Humboldt University of Berlin
  A Computational Method for Infinite Two Person Zero-Sum Games on the Unit Square
• Yoonjung Lee, Harvard University
  Modeling the Random Demand Curve for Stock: An Interacting Particle Representation Approach
• Jin Ma, Purdue University
  Stochastic Control Problems for Systems Driven by Normal Martingales
• Bozenna Pasik-Duncan, University of Kansas
  Distributed Parameter Systems with Fractional Gaussian Noise
• Ray Rishel, University of Kentucky
  A Variational Inequality Sufficient Condition for Optimal Stopping With Application to an Optimal Stock Selling Problem
• Henri Schurz, Southern Illinois University
  An Axiomatic Approach to Numerical Analysis of Stochastic Processes and SDEs
• Jan Vecer, Columbia University
  Methods for Early Detection of Market Crashes - Crash and Rally Options
• Hui Wang, Brown University
  Dynamic Importance Sampling for Queueing Networks
• George Yin, Wayne State University
  Longtime Behavior of Regime-Switching Diffusions
• Mona Zamfirescu, City University of New York
  Martingale Approach to Stochastic Control with Discretionary Stopping
• Yong Zeng, University of Missouri Kansas City
  Risk-Minimizing Hedge for a Partially-Observed Micromovement Model of Asset Prices
• Jianfeng Zhang, University of Southern California
  The Steepest Decent Method for FBSDEs
• Qing Zhang, University of Georgia
  Two-Time-Scale Approximation for Wonham Filters (with G. Yin and J.B. Moore)