When is it Optimal to Invest?

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

Friday 11 May 2012, 15:00 → 16:30 Asia/Kolkata

A-212 (STCS Seminar Room) (Colaba Campus)

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.