Video: Mihail Zervos, "Market equilibrium under proportional transaction costs in a stochastic factor model"

Video From 23w5011: Applications of Stochastic Control to Finance and Economics

Mihail Zervos, London School of Economics

Wednesday, May 3, 2023 09:05 - 09:49

Market equilibrium under proportional transaction costs in a stochastic factor model

Mihail Zervos, Video: Market equilibrium under proportional transaction costs in a stochastic factor model

Mihail Zervos, Market equilibrium under proportional transaction costs in a stochastic factor model, Applications of Stochastic Control to Finance and Economics, BIRS, BIRS talk, 23w5011, math, mathematics, video

Banff International Research Station

presentation

mpeg4

141M

http://www.birs.ca/events/2023/5-day-workshops/23w5011/videos

http://www.birs.ca/events/2023/5-day-workshops/23w5011/videos/watch/202305030905-Zervos.html

Download this video (141M)