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Michael Monoyios - Optimal investment, valuation and hedging problems
CDT Faculty Seminars - Michael Monoyios WhenTue, 15 November, 16:15 - 17:00
15 November 2022
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I will outline my field of research interests, to include valuation and hedging problems in incomplete markets, with partial and inside information, and duality results in consumption problems. Some possible future directions will be outlined.