Search for tag: "variants of random walks"

ORIE Colloquium, 2014-11-18 - Patrick Cheridito: Equilibrium Pricing under Translation Invariant Preferences

Abstract: A general discrete-time framework for deriving equilibrium prices of financial assets is proposed. It allows for heterogenous agents, unspanned random endowments and convex trading…

From  E. Cornelius on May 4th, 2018 0 plays

ORIE Colloquium, 2013-02-14 - Yehua Wei: Understanding the Effectiveness of Sparse Process Flexibility

ORIE Colloquium: Yehua Wei (MIT) - Understanding the Effectivness of Sparse Process Flexibility Thursday, February 14, 2013 at 3:00pm Frank H. T. Rhodes Hall, 253 The seminal paper of Jordan and…

From  E. Cornelius on April 30th, 2018 0 plays

CAM Colloquium - 2015-9-25: Mark M. Meerschaert - Reflected Stable Levi Motions and their Governing Equations

From  E. Cornelius on June 28th, 2017 5 plays