| 09/06/16 | Peter Tankov | Asymptotic Optimal Tracking: Lower Bounds and Feedback Strategies |
| 02/06/16 | Zhenjie Ren | Viscosity solution of path-dependent PDE |
| 26/05/16 | Thibaut Mastrolia | Moral hazard under ambiguity |
| 12/05/16 | Paul Gassiat | Equations de Hamilton-Jacobi stochastiques : continuité par rapport au bruit et effets régularisants |
| 07/04/16 | Ahmed Kebaier | Coupling importance sampling and Multilevel Euler Monte Carlo using sample average approximation |
| 31/03/16 | Ismail Laachir | BSDEs, càdlàg martingale problems and mean-variance hedging under basis risk |
| 24/03/16 | Julien Claisse | Skorokhod embedding and robust hedging with local time |
| 07/03/16 | Bruno Bouchard | First time to exit of a continuous Ito process: general moment estimates and L1-convergence rate for discrete time approximations, Salle A215 |
| 07/03/16 | 16h15 Lorick Huang | The parametrix technique for stable driven SDEs |
| 18/02/16 | Lucio Fiorin | Pricing and calibration via quantization in local and stochastic volatility models | 08/02/16 | Yiyi Zou | "Hedging of covered options with price impact and gamma constraint", Salle A215. |
| 04/02/16 | Wissal Sabbagh | System of Reflected Stochastic PDEs in a domain |
| 28/01/16 | Arnaud Lionnet | Equilibrium pricing under relative performance concerns, and the benefits of innovations for social agents |
| 21/01/16 | Oana Serea | Control Problems Via Occupation Measures |
| 14/01/16 | Gang Liu | Rare Event Simulation related to Financial Risk |
| 17/12/15 | Romuald Elie | Design of optimal incentives for a system of competitive agents in interaction |
| 03/12/15 | Luciano Campi | On the support of extremal martingale measures with given marginals |
| 26/11/15 | Shigeyoshi Ogawa | Formules directes d'inversion de la Transformation de Fourier Stochastique |
| 19/11/15 | Zenghu Li | Asymptotics of estimators in a stable Cox-Ingersoll-Ross model |
| 09/11/15 | Stéphane Menozzi | "Sensibilité des densités pour les diffusions et chaînes de Markov", Salle Verte. |
| 15/10/15 | Clément Rey | Maximum Likelihood Estimation for Wishart processes. |