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Probability and Computational Finance Seminar
Jin Choi
Carnegie Melllon University
Title: Continuous time and state equilibrium models

Abstract: The first part of this talk will contain a discussion of the paper 'An example of a stochastic equilibrium with incomplete markets', Finance and Stochastics vol. 16 no. 2 pp. 177-206, by G. Zitkovic. The second part will be devoted to a related stability problem which we are currently working on.

Date: Monday, February 25, 2013
Time: 5:00 pm
Location: Wean Hall 6423
Submitted by:  Kasper Larsen