David Prömel, Video: 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

Banff International Research Station

presentation

mpeg4

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