Tuesday, April 23, 2019 |
Pricing Debt in Interbank Networks with Comonotonic Endowments |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, April 09, 2019 |
FBSDEs with discontinuous coefficients |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, April 02, 2019 |
Yule’s “Nonsense Correlation” Solved! |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, March 26, 2019 |
The Dyson Game |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, March 12, 2019 |
Equilibrium Model of Limit Order Book and Optimal Execution Problem |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, February 19, 2019 |
Homogenization of a class of one-dimensional nonconvex viscous Hamilton-Jacobi equations with random potential |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, November 27, 2018 |
Optimal investment with transient price impact |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, October 23, 2018 |
Sharing Profits in the Sharing Economy |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, October 09, 2018 |
An algorithmic approach to the optimal execution problem in finance |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, September 25, 2018 |
Optimal portfolio allocations in a heterogeneous banking system |
Mathematical Finance and Probability Seminars |
Hill 705 |

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 |