Wednesday, July 12

CP14
Math Finance

4:00 PM - 6:00 PM
Room: Lexington - CC

Chair: Mou-Hsiung Chang
U.S. Army Research Office

4:00-4:15 Infinite-Dimensional Black-Scholes Equation with Hereditary Structure

Mou-Hsiung Chang, U.S. Army Research Office

4:20-4:35 A Comparison of Numerical Optimization Techniques for Financial Markets

Ahmet Duran, University of Michigan, Ann Arbor; Gunduz Caginalp, University of Pittsburgh

4:40-4:55 A Condition Number for the Integral Representation of American Options

Pascal Heider, University of Cologne, Germany

Cancelled 5:00-5:15 Stochastic Models of Multimodal Systems of Cargo Delivery

Mikhail Y. Postan, Odessa National Maritime University, Ukraine

Cancelled 5:00-5:15 Efficient Strong Integrators for Linear Stochastic Systems

Anke Wiese, Gabriel J. Lord, and Simon Malham, Heriot-Watt University, United Kingdom

Cancelled 5:40-5:55 Average Run-Times for Searching Linked Lists

Roger L. Goodwin, USDA/NASS