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【Theory webinar】Martingales' Shadow Prices


  • 研討會日期 : 2021-07-06
  • 時間 : 09:00
  • 主講人 : Professor David Rahman
  • 地點 : online
  • 演講者簡介 : Professor Rahman received his Ph.D. in Economic from University of California, Los Angeles in 2005. He is currently an Associate Professor at University of Minnesota. His research interests are economic theory, and mathematical economics.
  • 演講摘要 : This paper offers a dual approach to the problem of dynamic information design. We begin by describing a space of belief processes together with a space of feasible flow payoffs. After establishing a duality between the two, we present some examples to illustrate how it can be exploited in applications.