Mathematisches Seminar

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

 

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