Birs- 22w5166: Stochastic Mass Transports

  1. Title:
    Robust hedging of American options in continuous time
    Speaker:
    Ivan Guo

    Link:
    http://www.birs.ca/events/2022/5-day-workshops/22w5166/videos/watch/202203241332-Guo.html

  2. Title:
    Measuring association with Wasserstein distances
    Speaker:
    Johannes Wiesel

    Link:
    http://www.birs.ca/events/2022/5-day-workshops/22w5166/videos/watch/202203241439-Wiesel.html

  3. Title:
    How to discretize some optimal transport problems with linear constraints
    Speaker:
    Pietro Siorpaes

    Link:
    http://www.birs.ca/events/2022/5-day-workshops/22w5166/videos/watch/202203250834-Siorpaes.html

  4. Title:
    Stability of Entropic Optimal Transport and Convergence of Sinkhorn’s Algorithm
    Speaker:
    Marcel Nutz

    Link:
    http://www.birs.ca/events/2022/5-day-workshops/22w5166/videos/watch/202203250907-Nutz.html

  5. Title:
    Schrödinger problem: short-time limits and stability.
    Speaker:
    Giovanni Conforti

    Link:
    http://www.birs.ca/events/2022/5-day-workshops/22w5166/videos/watch/202203251030-Conforti.html

  6. Title:
    Approximation of martingale couplings on the real line in the adapted weak topology (joint work with M. Beiglböck, W. Margheriti and G. Pammer)
    Speaker:
    Benjamin Jourdain

    Link:
    http://www.birs.ca/events/2022/5-day-workshops/22w5166/videos/watch/202203251101-Jourdain.html

  7. Title:
    Towards multi-dimensional localisation
    Speaker:
    Krzysztof Ciosmak

    Link:
    http://www.birs.ca/events/2022/5-day-workshops/22w5166/videos/watch/202203251145-Ciosmak.html