This event is in the past.It took place on March 18, 2026 at East Hall.

Bid-Ask Martingale Optimal Transport 1
Educational Talk

Bid-Ask Martingale Optimal Transport

March 18 at 4pm

At East Hall

Burns Park, Ann Arbor

Explore how Wall Street handles uncertainty in derivative pricing. This math talk introduces Bid-Ask Martingale Optimal Transport, a method for pricing illiquid assets when bid-ask spreads complicate traditional models. Bring your curiosity and maybe a coffee.

Academic seminar
Financial mathematics
Derivatives pricing
Graduate-level