Optimal Stopping of Gauss-Markov Processes with Random Terminal Value

Explore a 25-minute conference talk by Abel Guada Azze from Cunef Universidad, delivered at the Fields Institute on May 12, 2025, as part of the Fields-CFI Conference on Optimal Stopping and Its Applications in Finance and Insurance. The presentation addresses the mathematical challenges of optimal stopping problems involving Gauss-Markov processes with random terminal values, a topic with significant applications in financial mathematics and stochastic control theory. For more detailed information about the talk's content, visit the abstract page at the Fields Institute website, and learn about the broader conference context through the event's dedicated page.