Host Department of Applied Mathematics Speaker Matthew Dixon Department of Applied Mathematics, Illinois Institute of Technology Description We propose a simple non-equilibrium model of a financial...
HostDepartment of Applied Mathematics SpeakerGordan ZitkovicDepartment of Mathematics, University of Texas at Austinhttps://www.ma.utexas.edu/users/gordanz/ Description The general equilibrium problem...
Host Department of Applied Mathematics Speaker Marcel Nutz Department of Statistics and Department of Mathematics, Columbia University http://www.math.columbia.edu/~mnutz/ Description Mean field games...
Host Department of Applied Mathematics Speaker Ruoting Gong Department of Applied Mathematics, Illinois Institute of Technology Description The Wiener-Hopf factorization theory for Markov processes...
Host Department of Applied Mathematics Speaker Hyun-Jung Kim Department of Applied Mathematics, Illinois Institute of Technology https://scholar.google.com/citations?user=dZ48Hz4AAAAJ&hl=en...
Host Department of Applied Mathematics Speaker Ruoting Gong Department of Applied Mathematics, Illinois Institute of Technology Description Stochastic representation formulas establish natural...
Host Department of Applied Mathematics Speaker Matthew Dixon Department of Applied Mathematics, Illinois Institute of Technology Description Modeling counterparty risk is computationally challenging...
Host Department of Applied Mathematics Speaker Ziteng Cheng Department of Applied Mathematics, Illinois Institute of Technology www.iit.edu/applied-math/about/phd-students Description We consider a...
Host Department of Applied Mathematics Speaker Sergey Nadtochiy Department of Applied Mathematics, Illinois Institute of Technology http://www-personal.umich.edu/~sergeyn/ Description In this paper...
Host Department of Applied Mathematics Speaker Mykhaylo Shkolnikov Department of Operations Research and Financial Engineering, Princeton University https://www.princeton.edu/~mykhaylo/ Description In...
