Seminar series
Date
Thu, 03 Dec 2015
Time
16:00 -
17:30
Location
L4
Speaker
Thaleia Zariphopoulou
Organisation
University of Texas
In this talk, I will present a family of forward performance processes in
discrete time. These processes are predictable with regards to the market
information. Examples from a binomial setting will be given which include
the time-monotone exponential forward process and the completely monotonic
family.