Session: TU-P-SW
Equilibria: Macro - and Microeconomic Aspects

Chair

Johannes Muhle-Karbe

Time

14:30 - 16:30 on Tuesday, 17th of July 2018

Venue

Swift

14:30

Option Market Making with Imperfect Competition

Martin Herdegen (Warwick), Johannes Muhle-Karbe (Carnegie Mellon University), Florian Stebegg (Columbia University)
15:00

Equilibrium Implications of Interest Rate Smoothing

Diogo Duarte (Florida International University), Rodolfo Prieto (Boston University,)
15:30

Control-Stopping Games for Market Microstructure and Beyond

Sergey Nadtochiy (University of Michigan), Roman Gayduk (University of Michigan)
16:00

Recursive Utility with Investment Gains and Losses: Existence, Uniqueness, and Convergence

Jing Guo (Columbia University), Xuedong He (The Chinese University of Hong Kong)