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Consumption Decision, Portfolio Choice and Healthcare Irreversible Investment
Presenter
- Giorgio Ferrari
May 17, 2023
IMSI
The Wasserstein-Martingale projection of a Brownian motion given initial and terminal marginals.
Presenter
- Julio Backhoff-Veraguas
May 16, 2022
IMSI
Systemic risk in dynamic structural models: feedback vs. common factors
Presenter
- Andreas Sojmark
April 7, 2022
IMSI
A mean-field game for default contagion in dense financial networks
Presenter
- Sergey Nadtochiy
November 18, 2021
IMSI
Strategic Complementarity in a Dynamic Model of Technology Adoption
Presenter
- David Argente
October 29, 2021
IMSI
A discrete time Dynamic Programming approach on a tree structure for finite horizon optimal control problems
Presenter
- Maurizio Falcone
March 31, 2020
IPAM
