Video: Kavita Ramanan, "Sensitivity analysis for reflected diffusions in convex polyhedral domains"

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

Kavita Ramanan, Brown University

Wednesday, May 25, 2016 15:07 - 15:54

Sensitivity analysis for reflected diffusions in convex polyhedral domains

Kavita Ramanan, Video: Sensitivity analysis for reflected diffusions in convex polyhedral domains

Kavita Ramanan, Sensitivity analysis for reflected diffusions in convex polyhedral domains, Stochastic Analysis and Mathematical Finance - A Fruitful Partnership, BIRS, BIRS talk, 16w5134, math, mathematics, video

Banff International Research Station

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213M

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

http://www.birs.ca/events/2016/5-day-workshops/16w5134/videos/watch/201605251507-Ramanan.html

Sensitivity analysis for reflected diffusions in convex polyhedral domains

Kavita Ramanan at 16w5134: Stochastic Analysis and Mathematical Finance - A Fruitful Partnership on Wednesday, May 25, 2016

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