On an Optimal Stopping Problem with a Discontinuous Reward

Explore a 28-minute conference talk by Anne MacKay from the University of Sherbrooke, delivered on May 12, 2025, at the Fields Institute as part of the Fields-CFI Conference on Optimal Stopping and Its Applications in Finance and Insurance. Delve into mathematical concepts related to optimal stopping problems with discontinuous rewards, a topic with significant applications in financial and insurance mathematics. For more details about the presentation, visit the abstract at the Fields Institute website, and learn about the broader conference context through the conference webpage.