A particle approximation of a class of mean-field reflected BSDEs with jumps
Date:
Wednesday, 11 May, 2022 - 16:00 - 17:00
Venue:
ZOOM Meeting ID: 958 5616 2264
Seminar Type:
Hong Kong - Singapore Joint Seminar Series in Financial Mathematics/Engineering
Speaker Name:
Professor Boualem Djehiche
Affiliation:
KTH, Stockholm Sweden