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Exit problem driven by alpha-stable process and its PDE characterization
Presenter
- Qingshuo Song
June 12, 2018
IMA
Optimal Extraction and Taxation of Strategic Natural Resources: A Differential Game Approach
Presenter
- Moustapha Pemy
June 12, 2018
IMA
The ∂-Problem In The Twenty-First Century: 06/12/2018 - Lecture 2
Presenter
- Debraj Chakrabarti
June 12, 2018
MSRI
The ∂-Problem In The Twenty-First Century: 06/12/2018 - Lecture 1
Presenter
- Jeffery McNeal
June 12, 2018
MSRI
Model Uncertainty Stochastic Mean-Field Control with Applications to Finance
Presenter
- Bernt Oksendal
June 12, 2018
IMA
The ∂-Problem In The Twenty-First Century: 06/11/2018 - Lecture 2
Presenter
- Debraj Chakrabarti
June 11, 2018
MSRI
The ∂-Problem In The Twenty-First Century: 06/11/2018 - Lecture 1
Presenter
- Jeffery McNeal
June 11, 2018
MSRI
Stock Loan Valuation Under Brownian Motion-Based and Markov Chain Stock Models
Presenter
- David Prager
June 11, 2018
IMA