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Sergio Pulido
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Title:
Optimal investment in an endogenous price impact model
Speaker:
Sergio Pulido
Link:
http://www.birs.ca/events/2018/5-day-workshops/18w5080/videos/watch/201805160903-Pulido.html
Title:
Stability and analytic expansions of local solutions of systems of quadratic BSDEs with applications to a price impact model
Speaker:
Sergio Pulido
Link:
http://www.birs.ca/events/2016/5-day-workshops/16w5134/videos/watch/201605251614-Pulido.html
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