Back to the event list17/10/2022
Zsolt Bihary: Stochastic control in finance
17 Oct. 2022, 2:00 PM - 3:00 PM 1093. Microsoft , TEAMS
Regular Research Seminars of Corvinus University of Budapest, Institute of Finance.
Information: doragreta.petroczy@uni-corvinus.hu
Abstract: I introduce the basic structure of stochastic control as used in finance. I give some classical examples. After that, I discuss a recent paper submitted by myself and co, that uses the stochastic control methodology in a gig economy context.
Bihary, Z., Csóka, P., Kerényi, P., & Szimayer, A. (2022). Self-Respecting Worker in the Precarious Gig Economy: A Dynamic Principal-Agent Model.
Available at SSRN: https://ssrn.com/abstract=3866721 or http://dx.doi.org/10.2139/ssrn.3866721