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Call for funding of projects in Applications of Mathematics Thematic Areas in the framework of the UTAustin-Portugal and CMU-Portugal Programs - 2009

Stochastic Analysis and Numerical Approximations in Mathematical Finance (SANAF)

UTA_CMU/MAT/0006/2009

Main Research Area
Mathematics
Keywords
Mathematical Finance
Stochastic Calculus
Forward-Backward Stochastic Differential Equations
Decision Problems
Funding
€ 209,774.00
Institutions
Main Contractor
Instituto Superior Técnico (IST/ULisboa)
Participating Institutions
Centro de Matemática Aplicada à Previsão e Decisão Económicas (CEMAPRE/ISEG/ULisboa)
Carnegie Mellon University (CMU)
Fundação Gaspar Frutuoso (FGF)
University of Texas at Austin (UTA)
Main Research Unit
Centro de Matemática e Aplicações (CEMAT/IST/UTL)
Team
Principal Investigator
Cláudia Rita Ribeiro Coelho Nunes Philippart
Researchers
Ricardo José Nunes Dos Reis
Carlos José Santos Alves
Orlando Olavo Aragão Aleixo Neves de Oliveira
Maria da Conceição Esperança Amado
Ana Bela Ferreira Cruzeiro
João Afonso Ribeiro Ferreira Bastos
Manuel Cidraes Castro Guerra
Pedro Miguel Silva Gonçalves Pimentel
Gualter Manuel Medeiros do Couto
Raquel Maria Medeiros Gaspar
Angel Rodríguez Rozas
Juan Antonio Acebron de Torres
Renato Spigler
Robert Leonard Simione II
Daniel Schwarz
Outro
Rita Duarte Pimentel