Video: Johannes Ruf, "Filtration shrinkage, the structure of deflators, and the failure of market completeness"

Video From 18w5080: Stochastic Analysis and its Applications

Johannes Ruf, LSE

Thursday, May 17, 2018 09:52 - 10:29

Filtration shrinkage, the structure of deflators, and the failure of market completeness

Johannes Ruf, Video: Filtration shrinkage, the structure of deflators, and the failure of market completeness

Johannes Ruf, Filtration shrinkage, the structure of deflators, and the failure of market completeness, Stochastic Analysis and its Applications, BIRS, BIRS talk, 18w5080, math, mathematics, video

Banff International Research Station

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139M

http://www.birs.ca/events/2018/5-day-workshops/18w5080/videos

http://www.birs.ca/events/2018/5-day-workshops/18w5080/videos/watch/201805170952-Ruf.html

Filtration shrinkage, the structure of deflators, and the failure of market completeness

Johannes Ruf at 18w5080: Stochastic Analysis and its Applications on Thursday, May 17, 2018

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