Seminars & Colloquia Calendar
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Time: 11:50AM - FBSDEs with discontinuous coefficients - Location: Mathematical Finance and Probability Seminars Hill 705
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Time: 11:50AM - Homogenization of a class of one-dimensional nonconvex viscous Hamilton-Jacobi equations with random potential - Location: Mathematical Finance and Probability Seminars Hill 705
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Time: 11:50AM - Equilibrium Model of Limit Order Book and Optimal Execution - Location: Mathematical Finance and Probability Seminars Hill 705
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Time: 11:50AM - The Dyson Game - Location: Mathematical Finance and Probability Seminars Hill 705
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Time: 11:50AM - Yule’s “Nonsense Correlation” Solved! - Location: Mathematical Finance and Probability Seminars Hill 705
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Time: 11:50AM - FBSDEs with discontinuous coefficients - Location: Mathematical Finance and Probability Seminars Hill 705
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Time: 11:50AM - Pricing Debt in Interbank Networks with Comonotonic Endowments - Location: Mathematical Finance and Probability Seminars Hill 705
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Time: 11:50AM - Optimal Bookmaking - Location: Mathematical Finance and Probability Seminars Hill 425
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Time: 11:50AM - Viscosity solutions for controlled McKean–Vlasov jump-diffusions - Location: Mathematical Finance and Probability Seminars Hill 425
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Time: 11:55AM - Inverting the Markovian projection, with an application to local stochastic volatility models - Location: Mathematical Finance and Probability Seminars Hill 425
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Time: 11:50AM - Deep Fictitious Play for Stochastic Differential Games - Location: Mathematical Finance and Probability Seminars Hill 425
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Time: 11:50AM - Deep Fictitious Play for Stochastic Differential Games - Location: Mathematical Finance and Probability Seminars Hill 425
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Time: 11:50AM - Resolving Asset Pricing Puzzles with Price Impact - Location: Mathematical Finance and Probability Seminars Hill 425
