Jan Kallsen

  1. Title:
    On portfolio optimization under small fixed transaction costs
    Speaker:
    Jan Kallsen

    Link:
    http://www.birs.ca/events/2016/5-day-workshops/16w5134/videos/watch/201605241001-Kallsen.html

  2. Title:
    On portfolio optimization and indifference pricing with small transaction costs: rigorous proofs based on duality
    Speaker:
    Jan Kallsen

    Link:
    http://www.birs.ca/events/2014/5-day-workshops/14w5116/videos/watch/201405160947-Kallsen.html