The DYNARE conference will feature the work of the leading scholars in dynamic macroeconomic modelling and provide an excellent opportunity to present your own research results. Submission of the papers focusing on the following issues is encouraged: - Model uncertainty and optimal policy -...

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...