Session: TU-A-BU
Arbitrage Theory

Chair

Martin Schweizer

Time

11:30 - 13:30 on Tuesday, 17th of July 2018

Venue

Burke Theater

11:30

Convex duality and Orlicz spaces in expected utility maximization

Sara Biagini (LUISS, Rome), Aleš Černý (Cass Business School, City, University of London)
12:00

How local in time is the no-arbitrage property under capital gains taxes ?

Christoph Kühn (Goethe University Frankfurt)
12:30

Arbitrage-Free Pricing in Nonlinear Market Models

Tomasz Bielecki (Illinois Institute of Technology), Igor Cialenco (Illinois Institute of Technology), Marek Rutkowski (University of Sydney)
13:00

Absence of arbitrage revisited

Martin Schweizer (ETH Zurich), Daniel Balint (ETH Zurich)