This event is in the past.It took place on December 3, 2025 at East Hall.

Optimal Transport and Informed Trading 1
Educational Talk

Optimal Transport and Informed Trading

December 3 at 4pm

At East Hall

Burns Park, Ann Arbor

Dive into the cutting-edge intersection of mathematics and finance at this dissertation defense on optimal transport theory in trading models. Lu Vy presents a unified framework for Kyle-Back equilibria, offering fresh insights for graduate-level enthusiasts.

Advanced mathematics
Financial modeling
Dissertation defense
Optimal transport theory
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