Video: Ivan Guo, "Robust hedging of American options in continuous time"

Video From 22w5166: Stochastic Mass Transports

Ivan Guo, Monash University

Thursday, March 24, 2022 13:32 - 14:36

Robust hedging of American options in continuous time

Ivan Guo, Video: Robust hedging of American options in continuous time

Ivan Guo, Robust hedging of American options in continuous time, Stochastic Mass Transports, BIRS, BIRS talk, 22w5166, math, mathematics, video

Banff International Research Station

presentation

mpeg4

88M

http://www.birs.ca/events/2022/5-day-workshops/22w5166/videos

http://www.birs.ca/events/2022/5-day-workshops/22w5166/videos/watch/202203241332-Guo.html