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Mathematical Finance and Probability Seminars

Optimal Investment and Derivative Demand under Price Impact

Scott Robertson, Boston University

Location:  Hill 705
Date & time: Tuesday, 06 March 2018 at 11:40AM - 12:40PM

This is joint work with C. Spilioupoulos of Boston University and M. Anthropelos of University of Pireaus.

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Department of Mathematics

Department of Mathematics
Rutgers University
Hill Center - Busch Campus
110 Frelinghuysen Road
Piscataway, NJ 08854-8019, USA

Phone: +1.848.445.2390
Fax: +1.732.445.5530