Joint Mathematics Meetings AMS Special Session
Current as of Saturday, January 16, 2016 03:30:11
Joint Mathematics Meetings
Washington State Convention Center and the Sheraton Seattle Hotel, Seattle, WA
January 69, 2016 (Wednesday  Saturday)
Meeting #1116
Associate secretaries:
Michel L Lapidus, AMS lapidus@math.ucr.edu, lapidus@mathserv.ucr.edu
Gerard A. Venema, MAA venema@calvin.edu
AMS Special Session on Financial Mathematics, I (a Mathematics Research Communities Session)

Thursday January 7, 2016, 8:00 a.m.11:20 a.m.
AMS Special Session on Financial Mathematics, I (a Mathematics Research Communities Session)
Skagit 4, Skagit Lower Level, Washington State Conference Center
Organizers:
Triet Pham, Rutgers University tmp140@math.rutgers.edu
Wilber A Ventura, University of Texas at Arlington wilber.ventura@mavs.uta.edu
Kim Weston, Carnegie Mellon University kimberly.weston@gmail.com

8:00 a.m.
Robust Dynkin games.
Song Yao*, University of Pittsburgh
(111660758) 
8:30 a.m.
Impact of the Carbon Market on Production Emissions.
Arash Fahim*, Florida State University
Nizar Touzi, Ecole Polytechnique
(111691494) 
9:00 a.m.
Markov Projection of a Stochastic Process.
Steven E Shreve*, Carnegie Mellon University
(1116601426) 
10:00 a.m.
A class of approximate Greek weights: highorder schemes and extrapolation techniques.
Ivo Mihaylov*, Imperial College London
(1116601541) 
10:30 a.m.
An $\alpha$Stable Limit Theorem Under Sublinear Expectation.
Erhan Bayraktar, University of Michigan
Alexander Munk*, University of Michigan
(1116601513) 
11:00 a.m.
On the existence of shadow price processes.
Junjian Yang*, University of Vienna
(1116911551)

8:00 a.m.

Thursday January 7, 2016, 1:00 p.m.4:00 p.m.
AMS Special Session on Financial Mathematics, II (a Mathematics Research Communities Session)
Skagit 4, Skagit Lower Level, Washington State Conference Center
Organizers:
Triet Pham, Rutgers University tmp140@math.rutgers.edu
Wilber A Ventura, University of Texas at Arlington wilber.ventura@mavs.uta.edu
Kim Weston, Carnegie Mellon University kimberly.weston@gmail.com

1:00 p.m.
Dynamic Approaches for Some Time Inconsistent Problems.
Jianfeng Zhang*, University of Southern California
(111660993) 
2:00 p.m.
A Gaussian Markov alternative to fractional Brownian motion for pricing financial derivatives.
Daniel Conus, Lehigh University
Mackenzie Wildman*, Lehigh University
(111660839) 
2:30 p.m.
Dynamics of Large, Rank Based Models.
Cameron Bruggeman*, Columbia University
(1116601757) 
3:00 p.m.
Mean field games in interbank models.
S.M. Mousavi*, PhD researcher, Department of Statistics and Applied Probability, University of California Santa Barbara
JP Fouque, Professor, Department of Statistics and Applied Probability, University of California Santa Barbara
(1116601467) 
3:30 p.m.
Market Models with Splits and Mergers.
Andrey Sarantsev*, University of California, Santa Barbara
Ioannis Karatzas, Columbia University
(111660600)

1:00 p.m.