{"id":65681,"date":"2025-11-28T15:24:08","date_gmt":"2025-11-28T15:24:08","guid":{"rendered":"https:\/\/www.iseg.ulisboa.pt\/?post_type=event&#038;p=65681"},"modified":"2025-11-28T16:30:15","modified_gmt":"2025-11-28T16:30:15","slug":"research-seminars-in-mathematics-applied-to-economics-and-management-hosts-international-expert-at-iseg","status":"publish","type":"event","link":"https:\/\/www.iseg.ulisboa.pt\/en\/event\/research-seminars-in-mathematics-applied-to-economics-and-management-hosts-international-expert-at-iseg\/","title":{"rendered":"Research Seminars in Mathematics Applied to Economics and Management hosts international expert at ISEG"},"content":{"rendered":"<p>The third seminar in the series will be held on December 17th at 11am.&nbsp;<em>Research Seminars in Mathematics Applied to Economics and Management<\/em>, co-organized by&nbsp;<strong>ISEG Research<\/strong>.<\/p>\n\n\n\n<p>The seminar will be attended by Professor Emmanuel Lepinette, from the&nbsp;<em>Centre de Recherche en Math\u00e9matiques de la D\u00e9cision<\/em>&nbsp;(CEREMADE), internationally recognized for its scientific contribution.<\/p>\n\n\n\n<p>This event represents a privileged opportunity to learn about recent research contributions of recognized international relevance.<\/p>\n\n\n\n<p>All interested parties are invited to attend and participate in the session.<\/p>\n\n\n\n<p>\ud83d\uddd3\ufe0f December 17, 2025 | 11 a.m.<\/p>\n\n\n\n<p>\ud83d\udccd Venue: Quelhas Amphitheater 1, ISEG<\/p>\n\n\n\n<p><strong>Title:<em>&nbsp;Conditioning random sets with applications in finance.&nbsp;<\/em><\/strong><strong><em><\/em><\/strong><\/p>\n\n\n\n<p>Abstract<em>:<\/em>&nbsp;<em>In this talk, I will introduce new notions of conditional random sets that I have developed over the past few years. These concepts provide a powerful framework for addressing problems in mathematical finance, particularly in the context of super-hedging under market incompleteness. My main motivation arises from the need to handle financial market models with transaction costs, where the classical notion of a martingale measure is no longer valid. This setting calls for a novel theoretical approach as well as the development of efficient numerical procedures. I will present several models that have been completely solved within this framework and illustrate that the proposed numerical methods perform effectively on real financial data.<\/em><em><\/em><\/p>","protected":false},"excerpt":{"rendered":"No pr\u00f3ximo dia 17 de dezembro, \u00e0s 11h, realiza-se o terceiro semin\u00e1rio da s\u00e9rie&nbsp;Research Seminars in Mathematics Applied to Economics and Management, co-organizado pela&nbsp;ISEG Research. O semin\u00e1rio conta com a&nbsp;[&#8230;]","protected":false},"featured_media":0,"template":"","topic":[1401,3424],"event_type":[1155],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v22.6 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Research Seminars in Mathematics Applied to Economics and Management\u00a0recebe especialista internacional no ISEG - ISEG<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/www.iseg.ulisboa.pt\/en\/event\/research-seminars-in-mathematics-applied-to-economics-and-management-hosts-international-expert-at-iseg\/\" \/>\n<meta name=\"twitter:label1\" content=\"Est. reading time\" \/>\n\t<meta name=\"twitter:data1\" content=\"2 minutes\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\/\/schema.org\",\"@graph\":[{\"@type\":\"WebPage\",\"@id\":\"https:\/\/www.iseg.ulisboa.pt\/en\/event\/research-seminars-in-mathematics-applied-to-economics-and-management-hosts-international-expert-at-iseg\/\",\"url\":\"https:\/\/www.iseg.ulisboa.pt\/en\/event\/research-seminars-in-mathematics-applied-to-economics-and-management-hosts-international-expert-at-iseg\/\",\"name\":\"Research Seminars in Mathematics Applied to Economics and Management\u00a0recebe especialista internacional no ISEG - ISEG\",\"isPartOf\":{\"@id\":\"https:\/\/www.iseg.ulisboa.pt\/en\/#website\"},\"datePublished\":\"2025-11-28T15:24:08+00:00\",\"dateModified\":\"2025-11-28T16:30:15+00:00\",\"breadcrumb\":{\"@id\":\"https:\/\/www.iseg.ulisboa.pt\/en\/event\/research-seminars-in-mathematics-applied-to-economics-and-management-hosts-international-expert-at-iseg\/#breadcrumb\"},\"inLanguage\":\"en-US\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"https:\/\/www.iseg.ulisboa.pt\/en\/event\/research-seminars-in-mathematics-applied-to-economics-and-management-hosts-international-expert-at-iseg\/\"]}]},{\"@type\":\"BreadcrumbList\",\"@id\":\"https:\/\/www.iseg.ulisboa.pt\/en\/event\/research-seminars-in-mathematics-applied-to-economics-and-management-hosts-international-expert-at-iseg\/#breadcrumb\",\"itemListElement\":[{\"@type\":\"ListItem\",\"position\":1,\"name\":\"Home\",\"item\":\"https:\/\/www.iseg.ulisboa.pt\/\"},{\"@type\":\"ListItem\",\"position\":2,\"name\":\"Research Seminars in Mathematics Applied to Economics and Management\u00a0recebe especialista internacional no ISEG\"}]},{\"@type\":\"WebSite\",\"@id\":\"https:\/\/www.iseg.ulisboa.pt\/en\/#website\",\"url\":\"https:\/\/www.iseg.ulisboa.pt\/en\/\",\"name\":\"ISEG\",\"description\":\"Lisbon School of Economics &amp; 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