VideoArxiv
Home
Workshops
Speakers
Talk page
Title:
Model-free portfolio theory: a rough path approach
Speaker:
David Prömel
Link:
http://www.birs.ca/events/2022/5-day-workshops/22w5116/videos/watch/202209061050-Promel.html
Workshop:
Birs- 22w5116: New interfaces of Stochastic Analysis and Rough Paths