Video: Christoph Czichowsky, "Strong supermartingales and portfolio optimisation under transaction costs"

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

Christoph Czichowsky, London School of Economics

Tuesday, May 13, 2014 16:05 - 16:21

Strong supermartingales and portfolio optimisation under transaction costs

Christoph Czichowsky, Video: Strong supermartingales and portfolio optimisation under transaction costs

Christoph Czichowsky, Strong supermartingales and portfolio optimisation under transaction costs, Mathematical Finance: Arbitrage and Portfolio Optimization , BIRS, BIRS talk, 14w5116, math, mathematics, video

Banff International Research Station

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mpeg4

65M

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

http://www.birs.ca/events/2014/5-day-workshops/14w5116/videos/watch/201405131605-Czichowsky.html

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