RUS  ENG
Full version
SEMINARS

Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS
July 25, 2019 13:00, Moscow, Steklov Mathematical Institute of RAS, Room 415 (8 Gubkina)


An optimal transport problem with backward martingale constraints motivated by insider trading

D. O. Kramkov

Carnegie Mellon University


Language: English


© Steklov Math. Inst. of RAS, 2024