Birs- 16w5134: Stochastic Analysis and Mathematical Finance - A Fruitful Partnership
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Title: A Mean Field Game of Optimal Stopping
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Title: Robust FTAP and superhedging in discrete time
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Title: Model-independent pricing with additional information - a Skorokhod embedding approach
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Title: Model-independent bounds for Asian options - a dynamic programming approach
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Title: Exponentially concave functions and a new information geometry
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Title: Some remarks on functionally generated portfolios
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Title: Equilibrium models with small frictions
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Title: On portfolio optimization under small fixed transaction costs
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Title: Endogenous mortgage current coupons
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Title: Functional calculus and pathwise integration for paths of finite quadratic variation
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Title: Rough Volatility - from microstructural foundations to smile
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Title: Pricing under rough volatility
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Title: Sensitivity analysis for reflected diffusions in convex polyhedral domains
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Title: A tale of a Principal and many Agents
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Title: Stability and analytic expansions of local solutions of systems of quadratic BSDEs with applications to a price impact model
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Title: Quadratic BSDE systems and applications
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Title: \( N \)-player games and mean-field games with absorption
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Title: Branching diffusion representation of semilinear PDEs
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Title: Affine processes and non-linear (partial) differential equations
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Title: Linear inverse problems for diffusions
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