The purpose of the workshop is to survey some recent developments in non-semimartingales like fractional Brownian motion in stochastic finance. The use of non-semimartingales is partially motivated by pricing models with transaction costs, or pricing non-tradeable assets, like electricity.

The topics of the workshop include stochastic integration theory for non-semimartingales, power variation techniques and financial applications.

The workshop is held at Helsinki University of Technology. We recommend that the arrival is by Monday, May 25th and departure from Friday, May 29th. The program starts on Tuesday morning and ends with the conference dinner on Thursday evening.

News

• There will be a guide from Hotel Arthur to the workshop venue on Tuesday morning. The guide leaves at 8.00.
• Organisers are available at the lobby of Hotel Arthur on Monday 25th at 20.00-21.00
• Information how to reach the workshop venue can be found from the venue page.
• Espoo five day weather forecast
• The program and abstracts are available on the program page.

Acknowledgments

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