European and American Options in a Non-Linear Incomplete Market with Default
Explore a 50-minute lecture on European and American options in a non-linear incomplete market with default, presented by Marie-Claire Quenez. Delve into advanced mathematical concepts in stochastic control and optimal stopping as applied to economics and finance. Recorded during the "Advances in Stochastic Control and Optimal Stopping with Applications in Economics and Finance" meeting at the Centre International de Rencontres Mathématiques in Marseille, France. Access this comprehensive talk and other presentations by renowned mathematicians through CIRM's Audiovisual Mathematics Library and carmin.tv. Utilize features such as chapter markers and keywords to navigate specific sections of interest, and benefit from enriched content including abstracts, bibliographies, and mathematical area classifications.