Jose Blanchet, Columbia University
Exact Simulation Algorithms for Reflected Brownian Motion and Other Multidimensional Queueing Models
Mar 5, 2012, 12:30 pm
Location
103 - Bendheim Center for Finance
Probability Seminar
Jan-Henrik Steg, Bielefeld University, Germany
Strategic Capital Accumulation as a Singular Control Game
Feb 27, 2012, 12:30 pm
Location
103 - Bendheim Center for Finance
Probability Seminar
Galit Yom-Tov, Columbia University
Does Speedup Reduce Congestion? An Examination of Intensive Care Units with Readmissions
Feb 20, 2012, 12:30 pm
Location
103 - Bendheim Center for Finance
Probability Seminar
Pawel Hitczenko, Drexel University
Light-tailed Perpetuities
Feb 13, 2012, 12:30 pm
Location
103 - Bendheim Center for Finance
Probability Seminar
Pietro Siorpaes, University of Vienna
A Simple Proof of Bichteler–Dellacherie–Mokobodzki Theorem
Jan 10, 2012, 4:30 pm
Location
101 - Sherrerd Hall
Probability Seminar
Larry Shepp, The Wharton School, University of Pennsylvania
Mathematical Models in Finance and Economics
Dec 13, 2011, 4:30 pm
Location
101 - Sherrerd Hall
ORFE Department Colloquia
Prof. Siegfried Hormann, ULB, Brussels
Functional principal component analysis for sequential and spatial data
Dec 13, 2011, 12:30 pm
Location
213 - Sherrerd Hall
Marcel Nutz, Columbia University
Duality and Superreplication under Model Uncertainty
Dec 12, 2011, 12:30 pm
Location
103 - Bendheim Center for Finance
Probability Seminar