BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets

開催日時
2018/06/08 Fri 15:00 - 16:30
場所
3号館552号室
講演者
Yushi Hamaguchi
講演者所属
Kyoto University
概要

BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets