Video: Scott Robertson, "Continuous Time Perpetuities and the Time Reversal of Diffusions"

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

Scott Robertson, Carnegie Mellon University

Tuesday, May 13, 2014 11:53 - 12:27

Continuous Time Perpetuities and the Time Reversal of Diffusions

Scott Robertson, Video: Continuous Time Perpetuities and the Time Reversal of Diffusions

Scott Robertson, Continuous Time Perpetuities and the Time Reversal of Diffusions, Mathematical Finance: Arbitrage and Portfolio Optimization , BIRS, BIRS talk, 14w5116, math, mathematics, video

Banff International Research Station

presentation

mpeg4

165M

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

http://www.birs.ca/events/2014/5-day-workshops/14w5116/videos/watch/201405131153-Robertson.html

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