Deep Fictitious Play for Stochastic Differential Games and Discrete Dividend Payments in Continuous Time

Deep Fictitious Play for Stochastic Differential Games and Discrete Dividend Payments in Continuous Time

Save Big on Coursera Plus. 7,000+ courses at $160 off. Limited Time Only! Grab it Attend a virtual talk featuring two distinguished speakers in the field of financial mathematics and engineering. Explore deep fictitious play for stochastic differential games with Ruimeng Hu, Assistant Professor from the University of California Santa Barbara. Delve into discrete dividend payments in continuous time with Max Reppen, Assistant Professor from Boston University's Questrom School of Business. Hosted by Igor Cialenco from the Illinois Institute of Technology, this one-hour session offers insights into cutting-edge research and applications in financial mathematics.