Tata Institute of Fundamental Research
When is it Optimal to Invest?
Student Seminar
Speaker:
Ankush Agarwal
Organiser:
John Barretto
Date:
Friday, 11 May 2012, 15:00 to 16:30
Venue:
A-212 (STCS Seminar Room)
(Scan to add to calendar)
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.
| Speaker: | Ankush Agarwal |
| Organiser: | John Barretto |
| Date: | Friday, 11 May 2012, 15:00 to 16:30 |
| Venue: | A-212 (STCS Seminar Room) |
(Scan to add to calendar)
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.