14:00 - 14:45 Peter Bank: Optimal execution and speculation with trade signals
14:45 - 15:30 Sigrid Källblad: Optimal adaptive control using Measure-valued martingales
15:30 - 16:00 Coffee Break
16:00 - 16:45 Alessandro Doldi: Collective arbitrage and dynamic risk measures
16:45 - 17:30 Sergio Pulido: Invariance and Explosions of Stochastic Volterra Equations
17:30 - 17:45 Short Break
17:45 - 18:30 Marzia de Donno: Short rate models with stochastic discontinuities: a PDE approach
19:45 Social Dinner at Skuisito SteakHouse & WineBar, Via Giovanni Pacini, 18, 20131 Milano MI