Friday, October 16, 2020 |
5th Eastern Conference on Mathematical Finance |
Mathematical Finance and Probability Seminars |
Academic Building, Room 2400, 15 Seminary Pl, New Brunswick, NJ 08901 |

Tuesday, April 14, 2020 |
CANCELLED !! |
Mathematical Finance and Probability Seminars |
Hill Center 425 |

Tuesday, April 07, 2020 |
CANCELLED !! |
Mathematical Finance and Probability Seminars |
Hill Center 425 |

Friday, April 03, 2020 |
CANCELLED !! |
Mathematical Finance and Probability Seminars |
Rutgers University, New Brunswick |

Tuesday, March 31, 2020 |
CANCELLED !! |
Mathematical Finance and Probability Seminars |
Hill Center 425 |

Tuesday, March 24, 2020 |
CANCELLED !! |
Mathematical Finance and Probability Seminars |
Hill Center 425 |

Tuesday, March 10, 2020 |
PDE Uniqueness for Diffusive Strict Local Martingales |
Mathematical Finance and Probability Seminars |
Hill Center 425 |

Tuesday, November 19, 2019 |
Resolving Asset Pricing Puzzles with Price Impact |
Mathematical Finance and Probability Seminars |
Hill 425 |

Tuesday, November 12, 2019 |
Deep Fictitious Play for Stochastic Differential Games |
Mathematical Finance and Probability Seminars |
Hill 425 |

Tuesday, October 08, 2019 |
Inverting the Markovian projection, with an application to local stochastic volatility models |
Mathematical Finance and Probability Seminars |
Hill 425 |

Tuesday, October 01, 2019 |
Viscosity solutions for controlled McKean–Vlasov jump-diffusions |
Mathematical Finance and Probability Seminars |
Hill 425 |

Tuesday, September 24, 2019 |
Optimal Bookmaking |
Mathematical Finance and Probability Seminars |
Hill 425 |

Tuesday, April 23, 2019 |
Pricing Debt in Interbank Networks with Comonotonic Endowments |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, April 09, 2019 |
FBSDEs with discontinuous coefficients |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, April 02, 2019 |
Yule’s “Nonsense Correlation” Solved! |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, March 26, 2019 |
The Dyson Game |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, March 12, 2019 |
Equilibrium Model of Limit Order Book and Optimal Execution Problem |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, February 19, 2019 |
Homogenization of a class of one-dimensional nonconvex viscous Hamilton-Jacobi equations with random potential |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, November 27, 2018 |
Optimal investment with transient price impact |
Mathematical Finance and Probability Seminars |
Hill 705 |

Tuesday, October 23, 2018 |
Sharing Profits in the Sharing Economy |
Mathematical Finance and Probability Seminars |
Hill 705 |