Mean field game of mutual holding and systemic risk

Date: 
Friday, 20 January, 2023 - 09:30 - 10:30
Venue: 
LSB 222
Seminar Type: 
Workshop in Financial Mathematics
Speaker Name: 
Prof. Nizar TOUZI
Affiliation: 
CMAP, Ecole Polytechnique, France
Poster: 
cuhk_hkust_nus_workshop_in_financial_math_20_jan_2023.pdf