FM14 - MS20-1 Robustness and Pathwise Analysis of Hedging Strategies for Path-Dependet Derivatives Presentation: Rama Cont, Imperial College of London, United Kingdom, 30 min 32 sec
FM14 - MS20-1 Robustness and Pathwise Analysis of Hedging Strategies for Path-Dependet Derivatives (PDF) Link: View PDF Handout
FM14 - MS20-2 Nonlinear Levy Processes and Robust Duality Presentation: Marcel Nutz, Columbia University, USA, 20 min 32 sec
FM14 - MS20-3 Semi-static Hedging with Proportional Transaction Costs in Continuous Time Presentation: Yan Dolinsky, Hebrew University of Jerusalem, Israel, 24 min 18 sec
FM14 - MS20-3 Semi-static Hedging with Proportional Transaction Costs in Continuous Time (PDF) Link: View PDF Handout
FM14 - MS20-4 On Arbitrage and Duality under Model Uncertainty and Portfolio Constraints Presentation: Zhou Zhou, University of Michigan, Ann Arbor, USA, 25 min 0 sec
FM14 - MS20-4 On Arbitrage and Duality under Model Uncertainty and Portfolio Constraints (PDF) Link: View PDF Handout