FM12 - MS9-1 - Stochastic Perron's Method: Obstacle Problems and Dynkin Games Presentation: Erhan Bayraktar, University of Michigan, USA, 27 min 40 sec
FM12 - MS9-1 - Stochastic Perron's Method: Obstacle Problems and Dynkin Games (PDF) Link: View PDF Handout
FM12 - MS9-3 - Robust Maximization of Asymptotic Growth Under Covariance Uncertainty Presentation: Yu-Jui Huang, University of Michigan, Ann Arbor, USA, 23 min 53 sec
FM12 - MS9-3 - Robust Maximization of Asymptotic Growth Under Covariance Uncertainty (PDF) Link: View PDF Handout
FM12 - MS9-4 - Optimal Consumption and Investment in Incomplete Markets with General Constraints Presentation: Patrick Cheridito, Princeton University, USA, 22 min 26 sec