Marcel Nutz

  1. Title:
    Convergence to the Mean Field Game Limit: A Case Study
    Speaker:
    Marcel Nutz

    Link:
    http://www.birs.ca/events/2018/5-day-workshops/18w5080/videos/watch/201805141100-Nutz.html

  2. Title:
    A Mean Field Game of Optimal Stopping
    Speaker:
    Marcel Nutz

    Link:
    http://www.birs.ca/events/2016/5-day-workshops/16w5134/videos/watch/201605230915-Nutz.html

  3. Title:
    Arbitrage and Duality in Discrete-Time Models
    Speaker:
    Marcel Nutz

    Link:
    http://www.birs.ca/events/2014/5-day-workshops/14w5116/videos/watch/201405141146-Nutz.html

  4. Title:
    Convergence to the Mean Field Game Limit: A Case Study
    Speaker:
    Marcel Nutz

    Link:
    https://video-archive.fields.utoronto.ca/view/10165

  5. Title:
    Optimal Transport and Robust Finance
    Speaker:
    Marcel Nutz

    Link:
    https://video-archive.fields.utoronto.ca/view/2990

  6. Title:
    On Model Uncertainty in Discrete Time
    Speaker:
    Marcel Nutz

    Link:
    https://video-archive.fields.utoronto.ca/view/1811

  7. Title:
    Stability of Entropic Optimal Transport and Convergence of Sinkhorn’s Algorithm
    Speaker:
    Marcel Nutz

    Link:
    http://www.birs.ca/events/2022/5-day-workshops/22w5166/videos/watch/202203250907-Nutz.html

  8. Title:
    Optimal Execution for N Traders with Transient Price Impact
    Speaker:
    Marcel Nutz

    Link:
    https://video-archive.fields.utoronto.ca/view/24612