A particle approximation of a class of mean-field reflected BSDEs with jumps

Date: 
Wednesday, 11 May, 2022 - 16:00 - 17:00
Venue: 
ZOOM Meeting ID: 958 5616 2264
Seminar Type: 
Hong Kong - Singapore Joint Seminar Series in Financial Mathematics/Engineering
Speaker Name: 
Professor Boualem Djehiche
Affiliation: 
KTH, Stockholm Sweden