ims.13

Sponsor(s): IMS

Session Time: 8:30-10:20 Tuesday

Estimated Audience Size:

A/V Request: Two Overheads

Session Title: Probability and Finance

Theme Session: No $\quad$ Applied Session: Yes

Organizer: Kou, Steven  

Session Timing:

Chair: Kou, Steven  

1. Optimal Stopping and the Valuation of American Path-Dependent Options $\quad$ Lai, T.L.  

2. Probability Maximization and Active Portfolio Managment $\quad$ Browne, Sid  

3. Options Hedging and Statistical Uncertainty $\quad$ Mykland, Per  

List of speakers who are nonmembers: none