Time     Wednesday (27 Oct)
8h30-9h00 Chairman: Monique Jeanblanc P Dirk BECHERER (Humboldt University, Berlin, Germany)
     From Bounds on Optimal Growth towards a Theory of Good-Deal Hedging
9h00-9h30 P Nizar TOUZI (CMAP/Ecole Polytechnique, France)
     Wellposedness of Second Order Backward SDEs
9h30-10h00 P Peter IMKELLER (Humboldt University of Berlin, Germany)
     Utility maximization and systems of forward-backward SDE
10h00-10h30     Coffee break
10h30-11h00 Chairman: Gilles Pages P Dylan POSSAMAI (CMAP, Ecole Polytechnique, Palaiseau, France)
     Second Order Backward Stochastic Differential Equations with Continuous Coefficients
11h00-11h30 P Peter TANKOV (CMAP/Ecole Polytechnique, France)
     A finite dimensional approximation for pricing American options on moving average
11h30-12h20 P+Disc Bruno BOUCHARD (University of Paris Dauphine, France)
     Generalized stochastic target problems for the pricing and partial hedging book liquidation under loss constraints - Application in optimal book liquidation
     Discussion led by Saïd HAMADÈNE (University of Le Mans)