Robust option pricing, talk given at the IMA workshop on Robust Optimization and Semidefinite Programming, March 12-19, 2003.
Convex optimization in classification problems. Talk given at New trends in Optimization and Computational algorithms (NTOC 2001), December 9-13, 2001, Kyoto, Japan. For another version of this talk, given at MIT's Operations Research Center Seminar, click here.
Semidefinite Programming and Relatives. Tutorial talk given at the 6th Kernel Workshop, Neural Information Processing Systems Conference, Whistler, Canada, December 14, 2002.