This course is discontinued


The assignment is meant as an exercise to go in depth on some topics: local martingales, admissible portfolios, take practice in optimization problems (single agent). It will be corrected, and it is chance to have constructive feedback.

Deadline for submission: October 14th, 2015

The paper is here


Published Sep. 24, 2015 4:00 PM - Last modified Feb. 7, 2020 4:12 PM