Videos

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Computing free boundaries by neural networks and simulations Thumbnail

Computing free boundaries by neural networks and simulations

Presenter
  • Mete Soner
June 30, 2023
IMSI
Viscosity Solutions for McKean-Vlasov Control on a torus Thumbnail

Viscosity Solutions for McKean-Vlasov Control on a torus

Presenter
  • Mete Soner
February 21, 2023
IMSI
Computational Methods in High-Dimensional Stochastic Optimal Control Thumbnail

Computational Methods in High-Dimensional Stochastic Optimal Control

Presenter
  • Mete Soner
December 13, 2021
IMSI
Hedging with friction Thumbnail

Hedging with friction

Presenter
  • H. Mete Soner
May 8, 2018
IMA
Martingale representation theorem for the G-expectation Thumbnail

Martingale representation theorem for the G-expectation

Presenter
  • Jianfeng Zhang
June 14, 2010
IMA
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