Optimal Revealed Utilities and Convex Pricing Kernels: A Forward Point of View

Explore a conference talk by Nicole El Karoui on optimal revealed utilities and convex pricing kernels from a forward perspective. Delve into advanced mathematical concepts presented during the thematic meeting "A Random Walk in the Land of Stochastic Analysis and Numerical Probability" at the Centre International de Rencontres Mathématiques in Marseille, France. Access this 44-minute video recording, filmed by Guillaume Hennenfent, through CIRM's Audiovisual Mathematics Library. Utilize the platform's features, including chapter markers, keywords, and enriched content with abstracts and bibliographies. Take advantage of the multi-criteria search function to explore a vast collection of talks by renowned mathematicians worldwide.

Nicole El Karoui: Optimal revelated utilitiesand convex pricing kernels:a forward point of view...