Abstract. We present in this talk a pricing strategy for perpetual prepayment options. The structural difficulty (e.g. with respect to vanilla options) is that the strike itself has a complicated form. We analyze both the financial implications and the numerical implementation of the proposed formula.

Abstract. We propose in this talk a modelisation of the following situation: a market is held by several agents that each have its own estimate of the final value of a risky asset. Inspired by a Mean Field Games approach we write the equilibrium equations and give the implications on the liquidity of the market.

Abstract. The laser control of quantum systems becomes difficult when the system interacts with an environment. The reason is that the dissipation part of the dynamics (in the Lindblad framework) imposes certain direction for the trajectories of the quantum system and this negative effects cannot be fully compensated by means of coherent control. We present a general overview of the existent controllability results and propose new theoretical and numerical approaches in this direction.