Videos

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The ∂-Problem In The Twenty-First Century: 06/13/2018 - Lecture 2 Thumbnail

The ∂-Problem In The Twenty-First Century: 06/13/2018 - Lecture 2

Presenter
  • Debraj Chakrabarti
June 13, 2018
SLMath
Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach Thumbnail

Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach

Presenter
  • Huyen Pham
June 13, 2018
IMA
Stopping Behaviors of Naive and Non-Committed Sophisticated Agents Thumbnail

Stopping Behaviors of Naive and Non-Committed Sophisticated Agents

Presenter
  • Xunyu Zhou
June 13, 2018
IMA
The ∂-Problem In The Twenty-First Century: 06/13/2018 - Lecture 1 Thumbnail

The ∂-Problem In The Twenty-First Century: 06/13/2018 - Lecture 1

Presenter
  • Jeffery McNeal
June 13, 2018
SLMath
Viscosity Solutions to Parabolic Master Equations Thumbnail

Viscosity Solutions to Parabolic Master Equations

Presenter
  • Jianfeng Zhang
June 13, 2018
IMA
Exit problem driven by alpha-stable process and its PDE characterization Thumbnail

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 Thumbnail

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 Thumbnail

The ∂-Problem In The Twenty-First Century: 06/12/2018 - Lecture 2

Presenter
  • Debraj Chakrabarti
June 12, 2018
SLMath
The ∂-Problem In The Twenty-First Century: 06/12/2018 - Lecture 1 Thumbnail

The ∂-Problem In The Twenty-First Century: 06/12/2018 - Lecture 1

Presenter
  • Jeffery McNeal
June 12, 2018
SLMath
Model Uncertainty Stochastic Mean-Field Control with Applications to Finance Thumbnail

Model Uncertainty Stochastic Mean-Field Control with Applications to Finance

Presenter
  • Bernt Oksendal
June 12, 2018
IMA
Portfolio Optimization Problems for Models with Delays Thumbnail

Portfolio Optimization Problems for Models with Delays

Presenter
  • Tao Pang
June 11, 2018
IMA
The ∂-Problem In The Twenty-First Century: 06/11/2018 - Lecture 2 Thumbnail

The ∂-Problem In The Twenty-First Century: 06/11/2018 - Lecture 2

Presenter
  • Debraj Chakrabarti
June 11, 2018
SLMath