CMM > Seminars > Optimization and Equilibrium > Stochastic games and minimax models: From the ambiguity problem to the pricing of swing options (joint with David Wozabal and Nikola Broussev)

Stochastic games and minimax models: From the ambiguity problem to the pricing of swing options (joint with David Wozabal and Nikola Broussev)

Date: Apr 02, 2008 at 17:00 h
Venue: Sala de Seminarios, CMM
Speaker: Georg Pflug
Affiliation: University of Vienna, Austria
Coordinator: Abderrahim Hantoute

Posted on Apr 2, 2008 in Optimization and Equilibrium, Seminars

Stochastic games and minimax models: From the ambiguity problem to the pricing of swing options (joint with David Wozabal and Nikola Broussev)

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