Talk page

Title:
Long Horizon Optimal Investment and Risk-Sensitive Control in Stochastic Volatility Models with Matrix Valued Factors

Speaker:
Scott Robertson

Link:
http://www.birs.ca/events/2014/5-day-workshops/14w5168/videos/watch/201407071548-Robertson.html

Workshop:
Birs- 14w5168: New Directions in Financial Mathematics and Mathematical Economics