Video: Christoph Frei, "Finding local equilbria by splitting multidimensional BSDEs"

Video From 14w5116: Mathematical Finance: Arbitrage and Portfolio Optimization

Monday, May 12, 2014 09:47 - 10:28

Finding local equilbria by splitting multidimensional BSDEs

Christoph Frei, Video: Finding local equilbria by splitting multidimensional BSDEs

Christoph Frei, Finding local equilbria by splitting multidimensional BSDEs, Mathematical Finance: Arbitrage and Portfolio Optimization , BIRS, BIRS talk, 14w5116, math, mathematics, video

Banff International Research Station

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112M

http://www.birs.ca/events/2014/5-day-workshops/14w5116/videos

http://www.birs.ca/events/2014/5-day-workshops/14w5116/videos/watch/201405120947-Frei.html

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