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Some stories about Brownian interacting systems with absorption
Presenter
- Wenpin Tang
May 24, 2022
IMSI
Strict local martingale deflators and pricing American call-type options
Presenter
- Erhan Bayraktar
June 15, 2010
IMA
Robust feedback switching control - dynamic programming and viscosity solutions and ergodicity
Presenter
- Erhan Bayraktar
June 22, 2017
ICERM
Countercyclical Unemployment Benefits: General Equilibrium Analysis of Transition Dynamics
Presenter
- Erhan Bayraktar
December 9, 2021
IMSI