From 2-4 July 2012, the Oxford-Man Institute and St John's college hosted a Young Researcher's meeting on BSDEs, Numerics and Finance, organised by myself, Gechun Liang and Arnaud Lionnet.

The conference booklet is here.

Presentation slides (for most participants) can be found below.

• Jean-Francois Chassagneux High order discrete-time approximation for BSDEs
• Sebastien Choukroun Mean variance hedging under default risk
• Samuel Drapeau Minimal Supersolutions of Backward Stochastic Differential Equations and Robust Hedging
• Kai Du On the long-term asymptotic exponential arbitrage ,
• Romauld Elie Exact replication under portfolio constraints: a viability approach
• Shuntai Hu The Utility Indifference Price of the Defaultable Bond in a Jump-Diffusion Model
• Nabil Kazi-Tani Existence, Uniqueness and Representation of Second Order Backward SDEs With Jumps
• Idris Kharroubi BSDEs with partially nonpositive jumps and Bellman IPDEs
• Xinpeng Li Limit theorems under sublinear expectations and probabilities
• Thomas Lim Mean-Variance Hedging on uncertain time horizon in a market with a jump
• Kihun Nam BSDEs with terminal conditions that have bounded Malliavin derivative
• Salvador Ortiz-Latorre Optimal Simulation Schemes for Levy driven SDEs
• Polynice Oyono Ngou Convolution Method for BSDEs
• Dylan Possamai Quadratic 2BSDEs and Applications
• Jinniao Qiu Reflected Backward SPDEs and Optimal Stopping Problems
• Anthony Reveillac FBSDEs for expected utility maximization Problems
• Adrien Richou Time discretization of quadratic and superquadratic Markovian BSDEs with unbounded terminal conditions
• Yongsheng Song Backward SDEs Driven by G-Brownian Motion
• Mitja Stadje Robust Portfolio Choice and Indifference Valuation
• Xiaolu Tan Probabilistic numerical approximation for stochastic control problems
• Plamen Turkedjiev Approximation of BSDEs using least-squares regression and Malliavin weights
• Wenning Wei Representation of Dynamic Time-Consistent Convex Risk Measures with Jumps
• Hao Xing BSDEs and Strict Local Martingales
• Zhiyong Yu Probabilistic Interpretation for Systems of Parabolic Partial Differential Equations Combined with Algebra Equations
• Quan Yuan Valuation and Optimal Decision for Perpetual American Employee Stock Options under a Constrained Viscosity Solution Framework
• Jianing Zhang Dual representations for general multiple stopping problems
• Jia Zhuo A Probabilistic Numerical Method for High-Dimensional Fully Nonlinear Parabolic PDEs