Video: Jan Kallsen, "On portfolio optimization and indifference pricing with small transaction costs: rigorous proofs based on duality"

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

Friday, May 16, 2014 09:47 - 10:24

On portfolio optimization and indifference pricing with small transaction costs: rigorous proofs based on duality

Jan Kallsen, Video: On portfolio optimization and indifference pricing with small transaction costs: rigorous proofs based on duality

Jan Kallsen, On portfolio optimization and indifference pricing with small transaction costs: rigorous proofs based on duality, Mathematical Finance: Arbitrage and Portfolio Optimization , BIRS, BIRS talk, 14w5116, math, mathematics, video

Banff International Research Station

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133M

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

http://www.birs.ca/events/2014/5-day-workshops/14w5116/videos/watch/201405160947-Kallsen.html

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