Video: Umut Çetin, "Diffusion transformations, Black-Scholes equation and optimal stopping"

Video From 18w5080: Stochastic Analysis and its Applications

Monday, May 14, 2018 08:59 - 09:44

Diffusion transformations, Black-Scholes equation and optimal stopping

Umut Çetin, Video: Diffusion transformations, Black-Scholes equation and optimal stopping

Umut Çetin, Diffusion transformations, Black-Scholes equation and optimal stopping, Stochastic Analysis and its Applications, BIRS, BIRS talk, 18w5080, math, mathematics, video

Banff International Research Station

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55M

http://www.birs.ca/events/2018/5-day-workshops/18w5080/videos

http://www.birs.ca/events/2018/5-day-workshops/18w5080/videos/watch/201805140859-Cetin.html

Diffusion transformations, Black-Scholes equation and optimal stopping

Umut Çetin at 18w5080: Stochastic Analysis and its Applications on Monday, May 14, 2018

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