Session: TH-A-UI
No-Arbitrage Theory and FTAP

Chair

Cody Hyndman

Time

11:30 - 13:30 on Thursday, 19th of July 2018

Venue

Ui Chadhain

11:30

A UNIFIED FRAMEWORK TO ROBUST MODELLING OF FINANCIAL MARKETS IN DISCRETE TIME

Johannes Wiesel (University of Oxford), Jan Obloj (University of Oxford)
12:00

Arbitrage Theory under Integer Constraints

Stefan Gerhold (TU Wien), Paul Krühner (University of Liverpool)
12:30

The Black-Scholes Equation in Presence of Arbitrage

Hideyuki Takada (Toho university), Simone Farinelli (Core Dynamics GmbH)
13:00

Arbitrage-Free Regularization

Anastasis Kratsios (Concordia University), Cody Hyndman (Concordia University)