LECTURE AUDIO AND SLIDES

December 20, 2014

Optimal investment on finite horizon with random discrete order flow in illiquid markets
Mihai Sirbu
University of Texas at Austin

This web presentation contains the audio and slides of a lecture given at the Fields Institute on January 11, 2010 as part of the Workshop on Foundations of Mathematical Finance.

Listen to audio presentation:


You may browse the slides in the presentation (a browser capable of displaying PNG graphics is required). Or, you may download a higher-resolution printer-ready version in PDF format (requires Acrobat Reader).

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