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)

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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.