250128 VO Martingale optimal transport (2021W)
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Registration/Deregistration
Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).
Details
Language: English
Examination dates
Lecturers
Classes (iCal) - next class is marked with N
Tuesday
05.10.
11:30 - 13:00
Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
12.10.
11:30 - 13:00
Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
19.10.
11:30 - 13:00
Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
09.11.
11:30 - 13:00
Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
16.11.
11:30 - 13:00
Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
23.11.
11:30 - 13:00
Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
30.11.
11:30 - 13:00
Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
07.12.
11:30 - 13:00
Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
14.12.
11:30 - 13:00
Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
11.01.
11:30 - 13:00
Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
18.01.
11:30 - 13:00
Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
25.01.
11:30 - 13:00
Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
Information
Aims, contents and method of the course
In this highly advanced course we review recent progress in the field of optimal transport, with special emphasis on the concept of martingale transport.
Assessment and permitted materials
Minimum requirements and assessment criteria
Examination topics
Reading list
M. Beiglböck, G. Pammer, W. Schachermayer: From Bachelier to Dupire via Optimal Transport. Preprint (2021).
[arXiv:2106.12395] please download PDF from the following link: https://arxiv.org/abs/2106.12395Backhoff J. und Huesmann M. (2021) Stochastic Mass Transport,
Preprint. Please download PDF from the following link:
https://www.mat.univie.ac.at/~schachermayer/Scripts
[arXiv:2106.12395] please download PDF from the following link: https://arxiv.org/abs/2106.12395Backhoff J. und Huesmann M. (2021) Stochastic Mass Transport,
Preprint. Please download PDF from the following link:
https://www.mat.univie.ac.at/~schachermayer/Scripts
Association in the course directory
MSTV
Last modified: We 12.10.2022 13:29