The Math Finance Colloquium are held regularly on Monday, 2:00 – 3:00 pm in KAP 414.  It can also be accessed remotely from Zoom, please see the announcements for the links.

9/11/23 Bingyan Han (University of Michigan)

Fitted value iteration methods for bicausal optimal transport

9/25/23 Valentin Tissot-Daguette (Princeton University/USC)

Stopping Spot Local Times: A Random Occupation

10/20/23 (Friday 3:30-4:30 joint with Prob/Stat seminar) Cagin Ararat (Bilkent University, Turkey)

Path-regularity and martingale properties of set-valued stochastic integrals

10/23/23 Joseph Jackson (University of Chicago)

The convergence problem in mean field control

11/6/23 Mete Soner (Princeton Univeristy)

Eikonal Equations on Wasserstein Spaces

11/20/23 Yumin Zhang (Auburn University)

Convergence of Policy Iteration for Deterministic Control