Video: Sergio Pulido Nino, "Existence and uniqueness results for multi-dimensional quadratic BSDEs arising from a price impact model with exponential utility"

Video From 14w5116: Mathematical Finance: Arbitrage and Portfolio Optimization

Sergio Pulido Nino, Swiss Finance Institute @ EPFL

Tuesday, May 13, 2014 15:02 - 15:45

Existence and uniqueness results for multi-dimensional quadratic BSDEs arising from a price impact model with exponential utility

Sergio Pulido Nino, Video: Existence and uniqueness results for multi-dimensional quadratic BSDEs arising from a price impact model with exponential utility

Sergio Pulido Nino, Existence and uniqueness results for multi-dimensional quadratic BSDEs arising from a price impact model with exponential utility, Mathematical Finance: Arbitrage and Portfolio Optimization , BIRS, BIRS talk, 14w5116, math, mathematics, video

Banff International Research Station

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176M

http://www.birs.ca/events/2014/5-day-workshops/14w5116/videos

http://www.birs.ca/events/2014/5-day-workshops/14w5116/videos/watch/201405131502-PulidoNino.html

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