Video: Sigrid Källblad, "Model-independent bounds for Asian options

Video From 16w5134: Stochastic Analysis and Mathematical Finance - A Fruitful Partnership

Sigrid Källblad, École Polytechnique

Monday, May 23, 2016 12:03 - 12:28

Model-independent bounds for Asian options - a dynamic programming approach

Sigrid Källblad, Video: Model-independent bounds for Asian options - a dynamic programming approach

Sigrid Källblad, Model-independent bounds for Asian options - a dynamic programming approach, Stochastic Analysis and Mathematical Finance - A Fruitful Partnership, BIRS, BIRS talk, 16w5134, math, mathematics, video

Banff International Research Station

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113M

http://www.birs.ca/events/2016/5-day-workshops/16w5134/videos

http://www.birs.ca/events/2016/5-day-workshops/16w5134/videos/watch/201605231203-Kallblad.html

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