"Stochastic processes and their statistics in Finance"
in Okinawa
Objectives:
This workshop has as a goal to present recent advances in model building, model valuation and validation, statistics of stochastic processes and risk measurements. We also plan to organize a special session on jump processes. We would also like to allow for synergies between different fields and we hope that this could be achieved through your active participation in the workshop.
Yacine Ait-Sahalia (Princeton University)
Konstantin Borovkov (University of Melbourne, Australia)
Christina Cuchiero (University of Vienna, Wien)
Noufel Frikha (Universite Paris 6)
Takahiko Fujita (Chuo University)
Paul Gassiat(Universite Paris Diderot)
Arnaud Gloter (University of Evry)
Antoine Jacquier (Imperial College London)
Kyong-Kuk Kim (KAIST, KOREA)
Ahmed Kebaier (Universite Paris 13)
Naoto Kunitomo(University of Tokyo)
Antoine Lejay (INRIA)
Makoto Maejima (Keio University, Tokyo )
Andrea Macrina (King's College, London)
Hiroki Masuda (Kyushu University)
Hideo Nagai(Kansai University)
Alex Novikov (UTS, Sydney, Australia)
Harald Oberhauser (TU Berlin)
Mark Podolskij (University of Heidelberg)
B.L.S. Prakasa Rao (ISI, India)
Oleg Reichmann(ETHZ)
Klaus Ritter (University of Kaiseslautern)
Jun Sekine(Osaka University)
Takaaki Shimura (ISM, Tokyo)
Thomas Simon (University of Lille)
Michael Sorensen (University of Copenhagen, Denmark)
Nakahiro Yoshida(University of Tokyo, tentative)