Birs- 14w5116: Mathematical Finance: Arbitrage and Portfolio Optimization
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Title: An optimality principle from mass transport and applications to model-independence
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Title: Arbitrage and Duality in Discrete-Time Models
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Title: Taylor approximation of incomplete Radner equilibrium models
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Title: Equilibrium in risk sharing games
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Title: A convergence result for the Émery topology and a variant of the proof of the Fundamental Theorem of Asset Pricing
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Title: Robust superhedging and the FTAP in con- tinuous time for continuous processes
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Title: Optimal discrete-time hedging with directional views, or how to make some money while hedging your option
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Title: Arbitrage of the first kind and filtration enlargements in semimartingale financial models
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Title: Arbitrages in progressive enlargement of filtrations
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Title: Optimal investment with price impact
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Title: On portfolio optimization and indifference pricing with small transaction costs: rigorous proofs based on duality
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Title: Robust arbitrage under uncertainty
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Title: Some ideas on bubbly markets
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