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) )
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. |