Video library: Igor Pavlov, Interpolation properties of martingale measures and Haar interpolations of $(B,S)$-markets

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Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary
October 14, 2014 17:00–17:30, Moscow, Steklov Mathematical Institute of RAS

Interpolation properties of martingale measures and Haar interpolations of $(B,S)$-markets

Igor Pavlov

*Video records:*
	Flash Video	189.5 Mb
	Flash Video	1,137.1 Mb
	MP4	721.8 Mb

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Igor Pavlov

Language: English

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