Video library: Igor Pavlov, Interpolation properties of martingale measures and Haar interpolations of $(B,S)$-markets

VIDEO LIBRARY


Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary October 14, 2014 17:00, Moscow, Steklov Mathematical Institute of RAS

Interpolation properties of martingale measures and Haar interpolations of $(B,S)$-markets Igor Pavlov
Language: English