Speaker: Kasper Larsen, Carnegie Mellon University
Slides: ( TBA )
ABSTRACT
In this talk we will present recent progress on Radner equilibrium theory in incomplete continuous-time models (including the main open problems).
Event Details
Aspects of Incomplete Radner Equilibrium Theory
- Event Date: January 22, 2016
- Event End Date: January 22, 2016
- Event Start Time: 12:00 PM
- Event End Time: 1:00 PM
- Event Location: Hill 705
- Event Type: Mathematical Finance and Probability Seminars
- Extra Info: Kasper Larsen, Carnegie Mellon University