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YouTube

Non-linear Optimal Stopping Problems - Between the Discrete and the Continuous Time

Fields Institute via YouTube

Overview

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In this 33-minute talk from the Fields-CFI Conference on Optimal Stopping and Its Applications in Finance and Insurance, Dr. Miryana Grigorova from the University of Warwick explores non-linear optimal stopping problems that bridge discrete and continuous time frameworks. Scheduled for May 14, 2025, at the Fields Institute, the presentation examines mathematical approaches to solving complex stopping problems with applications in finance and insurance. Discover advanced mathematical techniques for determining optimal decision points in systems that don't follow traditional linear patterns. For more detailed information about the talk's content, refer to the abstract available on the Fields Institute website.

Syllabus

Non-linear optimal stopping problems: between the discrete and the continuous time

Taught by

Fields Institute

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