Mini-Workshop "Sequential Methods and Mathematical Finance"
14.12.2012 von 10:00 bis 17:15
Mathematisches Seminar
| Time | Speaker | Title | Room |
|---|---|---|---|
| 10:00-10:45 | H.R. Lerche (Freiburg) | From sequential analysis to optimal stopping - revisited | 424 |
| 10:45-11:00 | Break | ||
| 11:00-11:45 | D. Stich (Freiburg) | A harmonic function approach to Nash equilibria of stopping games | 424 |
| 11:45-12:30 | S. Christensen (Kiel) | Optimal stopping under ambiguity for diffusion processes | 424 |
| 12:30-14:45 | Break | ||
| 14:45-15:30 | C. Kühn (Frankfurt) | Price-Setting of Market Makers: A Filtering Problem with an Endogenous
Filtration
|
|
| 15:30-16:15 | Break | ||
| 16:15-17:15 | P. Salminen (Turku, Fi) | Optimal stopping of strong Markov processes | 424 |