Financial/Actuarial Mathematics

Date:  Tuesday, November 29, 2011
Location:  See Colloquium page (4:00 PM to 5:00 PM)

Title:  Stable Diffusions Interacting through Their Ranks, as Models of Large Equity Markets

Abstract:  
615_Karatzas_Abstract_Talk.pdf


Speaker:  Ioannis Karatzas
Institution:  Columbia University & INTECH

Event Organizer:   Erhan Bayraktar    erhan@umich.edu

 

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