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Stochastic games: Pontryagin maximum principle and the Isaacs conditions
Presenter
- Rene Carmona
June 17, 2010
IMA
Second order backward stochastic differential equations and connection with fully nonlinear PDEs
Presenter
- Nizar Touzi
June 17, 2010
IMA
Game theory, Nash equilibrium, and electricity prices with strategic market players
Presenter
- Rene Carmona
June 16, 2010
IMA
Backward stochastic differential equations and connection with semilinear PDEs
Presenter
- Nizar Touzi
June 16, 2010
IMA
Optimal switching problems and applications in energy finance
Presenter
- Michael Ludkovski
June 16, 2010
IMA
Evaluating regulatory strategies for emmision abatement - An engineering approach
Presenter
- Steven Bleiler
June 16, 2010
IMA
Strict local martingale deflators and pricing American call-type options
Presenter
- Erhan Bayraktar
June 15, 2010
IMA