EURO 2024 Copenhagen
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Session WC-39: Financial Modelling in stream Stochastic Modelling

Wednesday, 12:30-14:00
Room: 35 (building: 306)

Session chair(s):

Antonio Luciano Martire (antonioluciano.martire@uniroma1.it)

The following abstracts have been submitted in this session:

		3546. Efficient Approximations for American Options in Markets with Daily Price Limits	Jia-Hau Guo [R] - Taiwan	accepted
			Yi-He Chang [] - Taiwan
		1965. A new method to solve Volterra integral equations for variable annuities evaluation with stochastic volatility	Immacolata Oliva [R] - Italy	accepted
			Roberto De Marchis [R] - Italy
			Antonio Luciano Martire [R] - Italy
		2071. Stochastic Ito-Volterra integral equations arising in finance: a streamlined numerical approach	Antonio Luciano Martire [R] - Italy	accepted
			Immacolata Oliva [R] - Italy