Markowitz portfolio selection for multivariate affine and quadratic Volterra models
Talk, University of Verona, Online event, Italy
Talks and presentations
Markowitz portfolio selection for multivariate affine and quadratic Volterra models
Talk, University of Vienna,
Linear–Quadratic optimal control for a class of stochastic Volterra equations: solvability and approximation
Talk, University of Parthenope, Naples, Italy
Linear–Quadratic optimal control for a class of stochastic Volterra equations: solvability and approximation
Talk, Metabief, France,
Linear–Quadratic optimal control for a class of stochastic Volterra equations: solvability and approximation
Talk, EDF Lab, Palaiseau, Paris, France
More information about the event
Linear-quadratic McKean-Vlasov games with random coefficients
Talk, University of Edinburgh, UK
Linear-quadratic McKean-Vlasov games with random coefficients and applications
Talk, University of Bologna, Italy