Optimal Transport: from robust pricing to model calibration

The winter school is designed for Ph.D. students as well as early career researchers in the areas of stochastic control, martingale optimal transport, mathematical finance. However, any researcher in these areas is encouraged to partecipate. Registration can be done here.

The winter school consists of two mini-courses held by Beatrice Acciaio (ETH Zurich) and Jan Obłój (University of Oxford), and also talks (or posters) given by the participants. Submission of title and abstract of a talk or poster can be done here.

Participation is free but, for organizational purposes, registration is mandatory.

Ph.D. students and early researchers are encouraged to apply on this page for an accommodation at Hotel Caminetto, where a limited number of twin rooms has been reserved from Sunday 26th to Friday 31st (the cost of these rooms will be completely covered by the winter school; such reservation includes breakfast and dinner; only the tourist tax has to be paid at the time of the check-out and the cost is 2.50 € per person per night).

The winter school will take place in the town of Folgarida, in the heart of the Dolomites, a world-renowned alpine destination and a World Heritage site since 2009, thanks to their beauty and unique landscapes.

 The Dolomites Winter School is financed by the PRIN 2022 Project: 

"Entropy Martingale Optimal Transport and McKean-Vlasov equations" (Prot. 2022K28KB7)

University of Milano and Bologna