Video From 14w5116: Mathematical Finance: Arbitrage and Portfolio Optimization

Wednesday, May 14, 2014 09:01 - 09:46
Stochastic target games via regularized viscosity solutions: application to super-hedging under coefficients’ uncertainty
Bruno Bouchard, Video: Stochastic target games via regularized viscosity solutions: application to super-hedging under coefficients’ uncertainty
Bruno Bouchard, Video: Stochastic target games via regularized viscosity solutions: application to super-hedging under coefficients’ uncertainty
Bruno Bouchard, Stochastic target games via regularized viscosity solutions: application to super-hedging under coefficients’ uncertainty, Mathematical Finance: Arbitrage and Portfolio Optimization , BIRS, BIRS talk, 14w5116, math, mathematics, video
Banff International Research Station
Banff International Research Station
presentation
mpeg4
132M
http://www.birs.ca/events/2014/5-day-workshops/14w5116/videos
Stochastic target games via regularized viscosity solutions: application to super-hedging under coefficients’ uncertainty
Bruno Bouchard at 14w5116: Mathematical Finance: Arbitrage and Portfolio Optimization on Wednesday, May 14, 2014
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