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\begin{document}
\pagestyle{fancy} \fancyhead[RO]{{\large EPCO 2018} \\ Portuguese Meeting on Optimal Control}
\fancyhead[LE]{{\large EPCO 2018} \\ Portuguese Meeting on Optimal Control}
\fancyhead[LO]{} \fancyhead[RE]{}

\yourtitle{Title of your work} % Insert here the title of your work

% Insert below the speaker's first name, last name, affiliation, and Email address
\speaker{Speaker's first name}
{Speaker's last name\thanks{Thanks of the Speaker}}
{Speaker's affiliation}{Speaker's Email}
%
% Insert below the first name, last name, affiliation, and Email address for any coauthor of your work
\author{co-author 1 first name}
{co-author 1 last name\thanks{co-author 1 wishes to thank somebody}}
{co-author 1 affiliation}
{co-author 1 Email}
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\author{co-author 2 first name}
{co-author 2 last name\thanks{co-author 2 wishes to thank someone}}
{co-author 2 affiliation}
{co-author 2 Email}

\abstracttext

Please write a one-two page extended abstract using this template.

You may use any standard LaTex packages, commands and environments, but are kindly requested to abstain from using proprietary styles, classes, packages or user-defined environments.

If you wish to include bibliographic references, please use the \verb'\thebibliography' environment with numbered or named references. They should ordered by the last name of the first author and be formatted as the examples that follow:

\begin{thebibliography}{99}
\bibitem{BNSh00}
O. Barndorff-Nielsen, N. Shephard (2000). \textit{Econometric
analysis of realised volatility and its use in estimating L\'{e}vy
based non-Gaussian OU type stochastic volatility models}.
Symposium in Honour of Ole E. Barndorff-Nielsen (Aarhus, 2000),
89--95, Memoirs 16, Univ. Aarhus, Aarhus.

\bibitem{Eb01} E.
Eberlein (2001). \textit{Application of generalized hyperbolic
L\'{e}vy motions to finance}.  In: \textit{L\'{e}vy processes}, eds.:
O. Barndorff-Nielsen, T. Mikosch S. Resnick, Birkh\"{a}user Boston,
Inc., Boston, 319--336.

\bibitem{KaSh91}
I. Karatzas, S. Shreve (1991). \textit{Brownian motion and
stochastic calculus}. Springer-Verlag. New York.

\bibitem{ShIo03}
A. N. Shiryaev, M. \u Ior, M (2003). On stochastic integral
representations of functionals of Brownian motion. I. (Russian)
\textit{Teor. Veroyatnost. i Primenen.}  48,  no. 2, 375--385.
\end{thebibliography}


\end{document}
