Urusov Mikhail Aleksandrovich

Presentations in Math-Net.Ru

1. A functional limit theorem and numerical approximation for irregular SDEs. Lecture 4
   M. A. Urusov
   School on Stochastics and Financial Mathematics
   September 10, 2015 12:30   
2. A functional limit theorem and numerical approximation for irregular SDEs. Lecture 3
   M. A. Urusov
   School on Stochastics and Financial Mathematics
   September 10, 2015 11:30   
3. A functional limit theorem and numerical approximation for irregular SDEs. Lecture 2
   M. A. Urusov
   School on Stochastics and Financial Mathematics
   September 8, 2015 12:30   
4. A functional limit theorem and numerical approximation for irregular SDEs. Lecture 1
   M. A. Urusov
   School on Stochastics and Financial Mathematics
   September 8, 2015 11:30   
5. A generalized Donsker's theorem and approximating SDEs with irregular coefficients
   M. A. Urusov
   Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary
   October 14, 2014 15:15   
6. Optimal trade execution and price manipulation in order books with time-varying liquidity
   Mikhail Urusov
   International conference "Stochastic Optimization and Optimal Stopping"
   September 28, 2012 12:10   
7. On the martingale property of exponential local martingales
   M. Urusov
   International Symposium "Visions in Stochastics (Leaders and their Pupils)"
   November 1, 2010 13:00   
8. On the martingale property of certain local martingales: criteria and applications to finance
   M. A. Urusov
   Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS
   December 3, 2009 15:30
9. Pricing and hedging in markets with transaction costs
   M. A. Urusov
   Principle Seminar of the Department of Probability Theory, Moscow State University
   April 9, 2008 16:45