Title TBA
Oliver Gross (Computer Science and Engineering, University of California San Diego)
Abstract: TBA Contact: Ian Tobasco
A New Approach for the Continuous Time Kyle-Back Strategic Insider Equilibrium Problem
Bixing Qiao, UM
In this talk, we consider a continuous-time Kyle-Back model which is a game between an insider and a market maker. The existing literature...
THE HEREDITARY LAWS OF LARGE NUMBERS
Ioannis Karatzas, Columbia University
The celebrated theorem of Komlos (1967) establishes L^1-boundedness as a sufficient condition for a sequence of measurable functions on a...
The optimal rate of convergence in mean field control
Sebatian Munoz, UCLA
I will discuss the sharp rate of convergence of the value functions of N-particle stochastic control problems to their mean field limit, for...
