Fields- Eastern Conference on Mathematical Finance
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Title: Optimal Execution for N Traders with Transient Price Impact
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Title: Risk bounds for the marginal expected shortfall under dependence uncertainty
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Title: Neural Operators Can Play Dynamic Stackelberg Games
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Title: Spanning Multi-Asset Payoffs with ReLUs
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Title: On the limit theory of mean field optimal stopping with common noise
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Title: Utility maximization under endogenous pricing
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Title: Inference of Utilities and Time Preference in Sequential Decision-Making
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Title: Parametric Continuity in Problems of Optimal Stopping with Applications to American Options and Stopping Games
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Title: Optimal Loss Reporting in Continuous Time with Full Insurance
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Title: From rank-based models with common noise to pathwise entropy solutions of SPDEs
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Title: A Resource Sharing Model with Local Time Interactions
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Title: Optimal consumption under loss-averse multiplicative habit-formation preferences
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Title: Exponential Expression Rates for Neural Operator Approximations to the Solution Operator of Certain FBSDEs
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Title: Hilbert-Space Valued LQ Mean Field Games: An Infinite-Dimensional Analysis
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Title: Martingale model risk
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