# Stochastic Analysis and Mathematical Finance - A Fruitful Partnership

## Videos from BIRS Workshop 16w5134

, Columbia University
- 09:52
A Mean Field Game of Optimal Stopping
, University of Oxford
- 10:28
Robust FTAP and superhedging in discrete time
, London School of Economics
- 12:01
Model-independent pricing with additional information - a Skorokhod embedding approach
, École Polytechnique
- 12:28
Model-independent bounds for Asian options - a dynamic programming approach
, University of Washington
- 15:58
Exponentially concave functions and a new information geometry
, UCL
- 17:34
Some remarks on functionally generated portfolios
, Carnegie Mellon University
- 09:58
Equilibrium models with small frictions
, University of Kiel
- 10:26
On portfolio optimization under small fixed transaction costs
, Carnegie Mellon University
- 11:30
Endogenous mortgage current coupons
, Imperial College London
- 13:19
Functional calculus and pathwise integration for paths of finite quadratic variation
, Ecole Polytechnique
- 16:05
Rough Volatility - from microstructural foundations to smile
, Weierstrass Institute Berlin
- 17:04
Pricing under rough volatility
, Brown University
- 15:54
Sensitivity analysis for reflected diffusions in convex polyhedral domains
, Université Paris Dauphine
- 16:22
A tale of a Principal and many Agents
, ENSIIE ÉVRY
- 16:46
Stability and analytic expansions of local solutions of systems of quadratic BSDEs with applications to a price impact model
, London School of Economics
- 17:32
, London School of Economics
- 18:33
$N$-player games and mean-field games with absorption
, Ecole Polytechnique
- 10:02
Branching diffusion representation of semilinear PDEs
, ETH Zurich
- 10:35
Affine processes and non-linear (partial) differential equations
, London School of Economics
- 11:36
Linear inverse problems for diffusions
, Université Paris Diderot - Paris 7
- 12:05
Asymptotic optimal tracking: lower bounds and feedback strategies