Video: Daniel Hernandez, "Periodic strategies in optimal execution with multiplicative impact"

Video From 18w5080: Stochastic Analysis and its Applications

Daniel Hernandez, Research Center for Mathematics

Thursday, May 17, 2018 12:10 - 12:32

Periodic strategies in optimal execution with multiplicative impact

Daniel Hernandez, Video: Periodic strategies in optimal execution with multiplicative impact

Daniel Hernandez, Periodic strategies in optimal execution with multiplicative impact, Stochastic Analysis and its Applications, BIRS, BIRS talk, 18w5080, math, mathematics, video

Banff International Research Station

presentation

mpeg4

89M

http://www.birs.ca/events/2018/5-day-workshops/18w5080/videos

http://www.birs.ca/events/2018/5-day-workshops/18w5080/videos/watch/201805171210-Hernandez.html

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