May 26–27, 2016
Palais Brongniart, Paris, France
Room Petit auditorium
The workshop celebrates the 20th anniversary of the publication of the Monique Jeanblanc and Albert Shiryaev influential paper ``Optimization of the flow of dividends’’ and brings together researchers who use stochastic control modeling in banking, corporate finance, contract theory, insurance.
More information on chair SCOR - IDEI website.
List of communications
Luis H.R. Alvarez (University of Turku, Finland), “Singular Stochastic Control and Expected Supremum”, Optimization of the flow of dividends: 20 years after, Palais Brongniart, Paris, France, May 26–27, 2016, room Palais Brongniart, Paris.
S. Gryglewicz (Erasmus School of Economics, Netherlands), “Growth options, incentives, and pay-for-performance: theory and evidence”, Optimization of the flow of dividends: 20 years after, Palais Brongniart, Paris, France, May 26, 2016, room Palais Brongniart, Paris.
Julien Hugonnier (Ecole Polytechnique, Lausanne), “Bank capital, liquid reserves, and insolvency risk”, Optimization of the flow of dividends: 20 years after, Palais Brongniart, Paris, France, May 26, 2016, room Palais Brongniart, Paris.