Tuesday, April 24, 2018 |
Exit problems near hyperbolic equilibria and noisy heteroclinic networks |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, April 17, 2018 |
Optimal Portfolio under Fractional Stochastic Environment |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, April 10, 2018 |
Diffusion Transformations, Black-Scholes Equation and Optimal Stopping |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, March 27, 2018 |
Log-optimal portfolios with memory effect |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, March 20, 2018 |
Optimal Equilibria for Time-inconsistency -- the Stopping Case |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, March 06, 2018 |
Optimal Investment and Derivative Demand under Price Impact and is joint work with C. Spilioupoulos of Boston University and M. Anthropelos of University of Pireaus. |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, January 16, 2018 |
Equilibrium Model of Limit Order Books and Optimal Execution Problems |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, November 14, 2017 |
Robust Pricing and Hedging around the Globe |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, November 07, 2017 |
Optimal Decisions in a Time Priority Queue |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, October 24, 2017 |
A Mean Field Competition |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, October 17, 2017 |
Portfolios generated by optimal transport |
Mathematical Finance and Probability Seminars |
Hill705 |

Tuesday, April 25, 2017 |
SENSITIVITY ANALYSIS OF THE UTILITY MAXIMIZATION PROBLEM WITH RESPECT TO MODEL PERTURBATIONS |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, April 18, 2017 |
The Parametrix method for skew diffusions |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, April 11, 2017 |
Martingale optimal transport with stopping |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, April 04, 2017 |
Sensitivity analysis of long-term cash flows |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, March 28, 2017 |
Modeling wealth dynamics under central clearing |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, February 28, 2017 |
Hedging with Uncertainty-Averse Preferences |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, February 21, 2017 |
Transform Analysis for Markov Processes and its Applications in Finance |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, February 07, 2017 |
Infinite sums of the geometric Brownian motion and generalizations |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, January 24, 2017 |
An Interactive Agent-Based Model |
Mathematical Finance and Probability Seminars |
Hill 705 |