Thursday, October 22· 4pm– 6pm

FRE Special Seminar: Anaïs Després & Zhenjie Ren

Name: FRE Special Seminar: Anaïs Després & Zhenjie Ren
Start: 2026-10-22T16:00:00-04:00
End: 2026-10-22T18:00:00-04:00
Location: Bern Dibner Library of Science and Technology

Bern Dibner Library of Science and TechnologyDowntown BrooklynFree

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4:00 P.M.ANAÏS DESPRÉSTITLESpecific Entropic Martingale Optimal Transport: From Duality to MirrorFlowABSTRACTClassical entropy regularization is not well adapted tocontinuous-time martingale transport because relative entropy betweendiffusion laws constrains volatility dynamics. We propose aspecif

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Bern Dibner Library of Science and Technology

Downtown Brooklyn, Brooklyn — 5 MetroTech Center, Brooklyn, NY 11201

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