In Memory of Duan Li (1952-2020)

We announce with profound sorrow that Duan Li, one of the organizers of the BFS Congress Hong Kong and a member of its Scientific Committee, passed away on Monday, November 16. A dear friend and colleague, he inspired us both professionally and personally. He made significant contributions to many fields including mathematical finance/financial engineering, optimal control and integer programming. He was a true gentleman, scholar, teacher and professional, and a dedicated and tireless worker.

Our thoughts and prayers are with Duan’s family and friends. An obituary page can be found at

Nan Chen and Xunyu Zhou
Organizers of the 11th World Congress of Bachelier Finance Society