Past Mathematical Finance Seminar

1 August 2007
12:00
Abstract
We present a continuous-time equilibrium-based model for large economic agent, where she trades with market makers at their utility indifference prices. The presentation is based on a joint project with Peter Bank. </font> <!--#set var="updated_by" value="Laura Bentley" --> <!--#set var="maintainer_email" value="seminars@maths.ox.ac.uk"--> <!--#include virtual="/includes/footer.ssi" -->
  • Mathematical Finance Seminar

Pages