Conference Program
(All talks are in Buchanan 1920 on UCSB Campus)

	Thursday, September 25
12:00–1:00	Registration and Bagel Brunch
1:00–1:15	Introductions
1:15–2:00	George Papanicolaou (Stanford) Research directions in imaging
2:00–2:30	Tomoyuki Ichiba (UCSB) Some Aspects of Universal Portfolio
2:30–3:00	Stephan Ludwig (d-fine GmbH and Stanford) Collateralized banking
3:00–3:30	Coffee Break
3:30–4:15	Thaleia Zariphopoulou (UT Austin) Some new results on forward performance processes
4:15–4:45	Qidi Peng (Claremont Graduate University) A bond option pricing formula in the extended CIR model, with an application to stochastic volatility
4:45–5:15	Rohini Kumar (Wayne State) Risk indifference price of options under fast mean-reverting stochastic volatility
5:30–7:30	Reception at Goleta State Beach

	Friday, September 26
9:00–9:45	Nicole El Karoui (Université Paris 6) Applicatons of Individual based models and population dynamics in Finance and Insurance
9:45–10:30	CH Sean Han (NTHU Taiwan) Importance Sampling by High-Dimensional Embedding
10:30–11:00	Coffee Break
11:00–11:45	Josselin Garnier (Université Paris Diderot) Waves and imaging in random media
11:45–12:30	André Nachbin (IMPA) The uncertain trajectory of a pilot-wave
12:30–2:00	Lunch (Buchanan Courtyard)
2:00–2:30	Christian Keller (USC) Viscosity solutions of Path-dependent Integro-differential Equations
2:30–3:00	Chen Pan (Berkeley) G-Optimal Stopping Problems
3:00–3:30	Coffee Break
3:30–4:15	Jean-François Clouet (CEA France) Radiation Waves in binary stochastic media
4:15–4:45	Laure Giovangigli (UC Irvine) Spectroscopic imaging of a cell suspension
4:45–5:15	Yu Gu (Stanford) Fluctuations in stochastic homogenization of operators in divergence form
6:00–9:00	Banquet Dinner at Café Stella

	Saturday, September 27
9:00–9:45	Adrian Banner (INTECH) Equity market stability
9:45–10:30	Bruno Dupire (Bloomberg) A Few Myths in Quantitative Finance
10:30–11:00	Coffee Break
11:00–11:30	Phillip Monin (Office of Financial Research) Hedging market risk in optimal liquidation
11:30–12:00	Kyle Bechler (UCSB) Optimal Execution with Dynamic Order Flow Imbalance
12:00–12:30	Matt Lorig (University of Washington at Seattle) Explicit implied volatilities for multifactor local-stochastic vol models
12:30–1:45	Lunch (Buchanan Courtyard)
1:45–2:30	Jorge P Zubelli (IMPA) Commodities, Derivatives on Futures, and Multiscale Volatility Models
2:30–3:00	Hyungbin Park (NYU Courant) Do Prices Determine Objective Measures?
3:00–3:30	Coffee Break
3:30–4:15	René Carmona (Princeton) Equlibrium analysis of large population dynamics

Conference Program(All talks are in Buchanan 1920 on UCSB Campus)