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Join Ernesto Mordecki from Universidad de la República for a 29-minute talk on Dynkin Games for Lévy Processes, presented at the Fields-CFI Conference on Optimal Stopping and Its Applications in Finance and Insurance. Explore the mathematical theory behind these stochastic games and their applications in the context of Lévy processes. The presentation, scheduled for May 13, 2025, is part of a broader conference examining optimal stopping problems and their relevance to financial and insurance mathematics. Access additional details about the talk through the abstract available on the Fields Institute website.
