Videos

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American and exotic options in a market with frictions Thumbnail

American and exotic options in a market with frictions

Presenter
  • Gero Junike
May 10, 2022
IMSI
E-backtesting risk measures Thumbnail

E-backtesting risk measures

Presenter
  • Ruodu Wang
May 10, 2022
IMSI
Identifiability in inverse reinforcement learning Thumbnail

Identifiability in inverse reinforcement learning

Presenter
  • Sam Cohen
May 9, 2022
IMSI
Fully-dynamic risk measures: time-consistency, horizon risk, and relations with BSDEs and BSVIEs Thumbnail

Fully-dynamic risk measures: time-consistency, horizon risk, and relations with BSDEs and BSVIEs

Presenter
  • Giulia Di Nunno
May 9, 2022
IMSI
High Dimensional Markovian Trading of a Single Stock Thumbnail

High Dimensional Markovian Trading of a Single Stock

Presenter
  • Dilip Madan
May 9, 2022
IMSI
Learning from defaults Thumbnail

Learning from defaults

Presenter
  • Stephane Crepey
May 9, 2022
IMSI
Entropy as performance measure: long-run risk sensitive stochastic control in discrete time Thumbnail

Entropy as performance measure: long-run risk sensitive stochastic control in discrete time

Presenter
  • Marcin Pitera
May 9, 2022
IMSI
Uncertainty from the Small to the Large Thumbnail

Uncertainty from the Small to the Large

Presenter
  • David Ahn
May 6, 2022
IMSI
Robust Mean-Variance Approximations Thumbnail

Robust Mean-Variance Approximations

Presenter
  • Simone Cerreia-Vioglio
May 6, 2022
IMSI
Meaning and Discontinuity Thumbnail

Meaning and Discontinuity

Presenter
  • Itzhak Gilboa
May 5, 2022
IMSI
Identification of Incomplete Preferences Thumbnail

Identification of Incomplete Preferences

Presenter
  • Luca Rigotti
May 5, 2022
IMSI
Foundations of Structural Preferences Thumbnail

Foundations of Structural Preferences

Presenter
  • Marciano Siniscalchi
May 5, 2022
IMSI