Video From 14w5168: New Directions in Financial Mathematics and Mathematical Economics

Monday, July 7, 2014 15:48 - 16:30
Long Horizon Optimal Investment and Risk-Sensitive Control in Stochastic Volatility Models with Matrix Valued Factors
Scott Robertson, Video: Long Horizon Optimal Investment and Risk-Sensitive Control in Stochastic Volatility Models with Matrix Valued Factors
Scott Robertson, Video: Long Horizon Optimal Investment and Risk-Sensitive Control in Stochastic Volatility Models with Matrix Valued Factors
Scott Robertson, Long Horizon Optimal Investment and Risk-Sensitive Control in Stochastic Volatility Models with Matrix Valued Factors, New Directions in Financial Mathematics and Mathematical Economics, BIRS, BIRS talk, 14w5168, math, mathematics, video
Banff International Research Station
Banff International Research Station
presentation
mpeg4
119M
http://www.birs.ca/events/2014/5-day-workshops/14w5168/videos
Long Horizon Optimal Investment and Risk-Sensitive Control in Stochastic Volatility Models with Matrix Valued Factors
Scott Robertson at 14w5168: New Directions in Financial Mathematics and Mathematical Economics on Monday, July 7, 2014
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