Videos

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Second order stochastic target problems Thumbnail

Second order stochastic target problems

Presenter
  • Nizar Touzi
June 15, 2010
IMA
Dynamic oligopolies and differential games. I Thumbnail

Dynamic oligopolies and differential games. I

Presenter
  • Ronnie Sircar
June 15, 2010
IMA
Strict local martingale deflators and pricing American call-type options Thumbnail

Strict local martingale deflators and pricing American call-type options

Presenter
  • Erhan Bayraktar
June 15, 2010
IMA
Stochastic target problems and viscosity solutions Thumbnail

Stochastic target problems and viscosity solutions

Presenter
  • Nizar Touzi
June 14, 2010
IMA
Workshop on Pseudorandomness in Mathematical Structures Thumbnail

Workshop on Pseudorandomness in Mathematical Structures

Presenter
  • IAS SchoolOfMath
June 14, 2010
IAS
Binary martingales and option pricing: 1) Reduced form models; 2) Perturbation methods Thumbnail

Binary martingales and option pricing: 1) Reduced form models; 2) Perturbation methods

Presenter
  • Rene Carmona
June 14, 2010
IMA
Martingale representation theorem for the G-expectation Thumbnail

Martingale representation theorem for the G-expectation

Presenter
  • Jianfeng Zhang
June 14, 2010
IMA
Stochastic optimization and first continuous time models of cap-and-trade schemes Thumbnail

Stochastic optimization and first continuous time models of cap-and-trade schemes

Presenter
  • Rene Carmona
June 11, 2010
IMA
Congested transport Thumbnail

Congested transport

Presenter
  • Guillaume Carlier
June 11, 2010
IMA
The Merton problem with hyperbolic discounting Thumbnail

The Merton problem with hyperbolic discounting

Presenter
  • Ivar Ekeland
June 11, 2010
IMA
Discrete time competitive equilibrium models for cap-and-trade schemes and the clean development mechanism Thumbnail

Discrete time competitive equilibrium models for cap-and-trade schemes and the clean development mechanism

Presenter
  • Rene Carmona
June 10, 2010
IMA
Economic applications of optimal transport Thumbnail

Economic applications of optimal transport

Presenter
  • Guillaume Carlier
June 10, 2010
IMA