Section: Dissemination

Miscellaneus

• A. Kohatsu-Higa

  We are also working in establishing a joint project with Inria-ENPC in order to extend the Premia project to Japan where Osaka University will be the representative of Premia in Japan. One step to this has been to obtain the Sakura project.

• D. Lamberton

  - "Associate Editor" of Mathematical Finance and ESAIM PS .

  - in charge of the master programme ``Mathématiques et Aplications" (Universities of Marne-la-Vallée, Créteil and Evry, and Ecole Nationale des Ponts et Chaussées).

  - Member of the Steering Committee of the ESF European Network "Amamef" (http://www.iac.rm.cnr.it/amamef/ ); in charge of the GDR "Méthodes Mathématiques pour la finance", which is the national CNRS group related to the network.

  - Coordinator of an "ACI" "Méthodes d'équations aux dérivées partielles en finance de marché".

• B. Lapeyre

  • President of the Doctoral Department at Ecole des Ponts

  • Global coordinator of the ANR program GCPMF "Grid Computation for Financial Mathematics" (partners : Calyon, Centrale, EDF, ENPC, INRIA, Ixis, Paris 6, Pricing Partner, Summit, Supelec)

  • ENPC coordinator of the ANR Program ADAP'MC "Adaptive Monte-Carlo Method", (partners : ENST, Ecole Polytechnique, ENPC, Université Paris-Dauphine)

• G. Pagès

  Associate Editor of the journal Stoch. Proc. and their Appl.

• A. Sulem

  - Vice-President of the Inria Evaluation Board

  - Member of the evaluation committee of the university Paris-Dauphine.

  - referee of the PhD thesis of Marco Corsi : "Valuation an Portfolio optimization in a jump diffusion model under partial observation: theoretical and numerical aspects", University of Padova (Italy) and Université Paris VII, November 2006.