School of Technology and Computer Science Seminars
When is it Optimal to Invest?
by
Mr. AnkushAgarwal (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.