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Martingale representation theorem for the G-expectation
Presenter
Jianfeng Zhang
June 14, 2010
IMA
Computational Methods in High-Dimensional Stochastic Optimal Control
Presenter
Mete Soner
December 13, 2021
IMSI
Hedging with friction
Presenter
H. Mete Soner
May 8, 2018
IMA