题  目：Recent results on optimal portfolio liquidation

报告人：Ulrich Horst， Humboldt-University Berlin

时 间：2022.02.24(周四) 16:30-18:00 (Beijing time)

地 点：金融工程研究中心

Zoom ID: 67604990945     Code: 308957

摘 要： We review recent results on optimal portfolio liquidation in general stochastic settings. Starting with a brief review of single player models, we discuss both finite player models and mean-field game models.

报告人简介

https://www.applied-financial-mathematics.de/ulrich-horst