Video: Jan Obloj, "Martingale Optimal Transport: at the crossroad of mathematical finance, probability and optimal transport"

Video From 17w5093: Optimal Transport meets Probability, Statistics and Machine Learning

Monday, May 1, 2017 15:00 - 15:50

Martingale Optimal Transport: at the crossroad of mathematical finance, probability and optimal transport

Jan Obloj, Video: Martingale Optimal Transport: at the crossroad of mathematical finance, probability and optimal transport

Jan Obloj, Martingale Optimal Transport: at the crossroad of mathematical finance, probability and optimal transport, Optimal Transport meets Probability, Statistics and Machine Learning, BIRS, BIRS talk, 17w5093, math, mathematics, video

Banff International Research Station

presentation

mpeg4

226M

http://www.birs.ca/events/2017/5-day-workshops/17w5093/videos

http://www.birs.ca/events/2017/5-day-workshops/17w5093/videos/watch/201705011500-Obloj.html

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