This is a searchable repository of links to math videos. The database is regularly updated with videos from the following websites. If there is a source of videos which you would like to be added to this list, please send me an email at admin@videoarxiv.org.
All talks
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Title: An optimal stopping approach to the n-marginal Root problem, and applications to variance options
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Title: Moral Hazard in Dynamic Risk Management
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Title: Equilibrium with risk averse market makers and related inverse problems
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Title: Strong supermartingales and portfolio optimisation under transaction costs
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Title: Robust hedging of barrier options with beliefs on implied Volatility
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Title: Existence and uniqueness results for multi-dimensional quadratic BSDEs arising from a price impact model with exponential utility
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Title: Continuous Time Perpetuities and the Time Reversal of Diffusions
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Title: A new look at zero-sum stochastic differential games
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Title: The Limits of Leverage
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Title: Some Aspects of Universal Portfolios
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Title: Novikov-type conditions for processes with jumps
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Title: Novikov-type conditions for processes with jumps
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Title: Convergence of Local Supermartingales
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Title: Convergence of Local Supermartingales
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Title: Trading with small price impact
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