Video: David Prömel, "Model-free portfolio theory: a rough path approach"

Video From 22w5116: New interfaces of Stochastic Analysis and Rough Paths

Tuesday, September 6, 2022 10:50 - 11:13

Model-free portfolio theory: a rough path approach

David Prömel, Video: Model-free portfolio theory: a rough path approach

David Prömel, Model-free portfolio theory: a rough path approach, New interfaces of Stochastic Analysis and Rough Paths, BIRS, BIRS talk, 22w5116, math, mathematics, video

Banff International Research Station

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33M

http://www.birs.ca/events/2022/5-day-workshops/22w5116/videos

http://www.birs.ca/events/2022/5-day-workshops/22w5116/videos/watch/202209061050-Promel.html

Model-free portfolio theory: a rough path approach

David Prömel at 22w5116: New interfaces of Stochastic Analysis and Rough Paths on Tuesday, September 6, 2022

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