ORIE Colloquium: Ilan Lobel (NYU) - Intertemporal Price Discrimination: Structure and Computation of Optimal Policies
Monday, January 28, 2013 at 2:45pm
Frank H. T. Rhodes Hall, 253
We consider…
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…