Archives for UCLOUVAIN
September 16, 2016
Seminar: Antoon Pelsser
Pricing and Hedging in Incomplete Markets with Model Ambiguity
Antoon PELSSER, Maastricht University
We search for a robust price of unhedgeable assets and the associated trading strategy in incomplete markets under the acknowledgement of model ambiguity. Our set-up is that we postulate an...
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June 22, 2016
Bayesian VAR Workshop" with the participation of...
CORE Nobel Talk on "The Precarious Fiscal Foundations of EMU: A Reassessment after 17 Years"
The title refers to C. Sims (1999) "The Precarious Fiscal Foundations of EMU", De Economist 147, 415-436)
CORE (Center for Operations Research & Econometrics) organized a CORE-Wide seminar with...
Click to know more From 06 to 08/06/2016
CORE Lecture Series: Alfred GALICHON
Optimal Transport And Economic Applications: Modelling and Estimation
These lectures will introduce the theory of optimal transport, and applications to discrete choice analysis and to the estimation of matching markets. The basics of optimal transport are recalled. A compact presentation of...
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