SEMINAR ISMMA
LUNI 25 NOIEMBRIE 2019, ora 11:00 (Casa Academiei, etajul 4, sala de conferinte)
TRAIAN PIRVU (McMaster University, Hamilton, Canada)
Martingales, Martingale Method and Application to Household Portfolio Sharing
Abstract: The talk will review in the first part concepts such as martingale probability measures, Black Scholes model, and More