Bruno Dupire (Bloomberg) - Super-replication
Chris Rogers (Cambridge) - Diverse Beliefs
Jean-Pierre Fouque (UCSB) - Calibration of Stock Betas from Skews of Implied Volatilities
Jim Gatheral (NYU) - Price manipulation in models of the order book
Lane Hughston (Imperial College) - General Interest Rate Models in Discrete Time
Marco Avellaneda (NYU) - Path Dependence of Leveraged ETF Return
Matheus Grasselli (McMaster) - Chaotic Interest Rate Model Calibration
Rama Cont (Columbia) - Forward equations for option prices in semimartingale models
Sebastian Jaimungal (Toronto) - The Optimal Time to Invest When Volume is Uncertain