Video: Bruno Bouchard, "Stochastic target games via regularized viscosity solutions: application to super-hedging under coefficients’ uncertainty"

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

Bruno Bouchard, Université Paris Dauphine - PSL

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, 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

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mpeg4

132M

http://www.birs.ca/events/2014/5-day-workshops/14w5116/videos

http://www.birs.ca/events/2014/5-day-workshops/14w5116/videos/watch/201405140901-Bouchard.html

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