School of Technology and Computer Science Seminars

When is it Optimal to Invest?

by Mr. Ankush Agarwal (School of Technology and Computer Science)

Friday, May 11, 2012 from to (Asia/Kolkata)
at Colaba Campus ( A-212 (STCS Seminar Room) )
Description
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.