Talk page

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

Workshop:
Birs- 14w5116: Mathematical Finance: Arbitrage and Portfolio Optimization