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#
When is it Optimal to Invest?
Speaker:
Ankush Agarwal
Organiser:
John Barretto
Date:
Friday, 11 May 2012, 15:00 to 16:30
Venue:
A-212 (STCS Seminar Room)
Category:
Student Seminar
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Abstract
In this talk, we will see how to use variational inequalities to solve a particular optimal stopping problem under certain conditions on the underlying diffusion processes.
