Join Cornell Wellness staff Jeremy Stewart for another edition of Make It Happen Monday. Watch as he takes you through some self-massage techniques to help you relax and alleviate some common muscle…

Society faces the need to overhaul energy and transportation systems to meet climate
change and other challenges. These decisions typically have very large “co-benefits” in
terms of air…

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…

Most classical models for derivatives prices focus on prescribing the time evolution of the underlying stochastic factors. The prices of derivatives are then computed, for example, via the…

ORIE Colloquium: Numerical Schemes for Stochastic Volatility Models
Thursday, January 26 at 4:15pm
Frank H.T. Rhodes Hall, 655
We present a tree based approximations for stochastic volatility…

Hans Föllmer
Institute for Mathematics
Humboldt Universität zu Berlin
Some Martingale Aspects of Financial Bubbles
We discuss some recent developments in the probabilistic analysis…