Stochastic and partial differential equation methods in finance and economics

This project explores mathematical questions, motivated by problems in economics and finance that can be treated by methods of stochastic analysis and the theory of partial differential equations.

At a workshop, experienced researchers will give a broad perspective on several areas of research, discussing with PhD students current developments and major open problems.

This workshop was held 20 - 22 May 2019.

Area

Mathematics

UCL leads

• Carlo Marinelli, Department of Mathematics
• Guido Germano, Department of Computer Science

Partner leads

Università Roma Tre

• Stefano d’Addona

Università di Roma, Tor Vergata

• Piermarco Cannarsa