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Videos linked to 93E20 Optimal stochastic controlMore +
![Stochastic control for medical treatment optimization]()
52:29published on September 27, 2023Stochastic control for medical treatment optimization
By Benoîte de Saporta
![European and american options in a non-linear incomplete market with default]()
50:10published on September 27, 2022European and american options in a non-linear incomplete market with default
By Marie-Claire Quenez
![Optimal reinsurance via BSDEs in a partially observable contagion model]()
43:43published on September 27, 2022Optimal reinsurance via BSDEs in a partially observable contagion model
By Claudia Ceci
