Video: Jan Obloj, "Martingale Optimal Transport: at the crossroad of mathematical finance, probability and optimal transport"

Video From 17w5093: Optimal Transport meets Probability, Statistics and Machine Learning

Monday, May 1, 2017 15:00 - 15:50

Martingale Optimal Transport: at the crossroad of mathematical finance, probability and optimal transport

Jan Obloj, Video: Martingale Optimal Transport: at the crossroad of mathematical finance, probability and optimal transport

Jan Obloj, Martingale Optimal Transport: at the crossroad of mathematical finance, probability and optimal transport, Optimal Transport meets Probability, Statistics and Machine Learning, BIRS, BIRS talk, 17w5093, math, mathematics, video

Banff International Research Station

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226M

http://www.birs.ca/events/2017/5-day-workshops/17w5093/videos

http://www.birs.ca/events/2017/5-day-workshops/17w5093/videos/watch/201705011500-Obloj.html

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