Video: Anne MacKay, "Continuous-time Markov chain approximations for an optimal stopping problem with discontinuous reward function"

Video From 24w5257: Modeling, Learning and Understanding: Modern Challenges between Financial Mathematics, Financial Technology and Financial Economics

Thursday, November 14, 2024 11:02 - 11:35

Continuous-time Markov chain approximations for an optimal stopping problem with discontinuous reward function

Anne MacKay, Video: Continuous-time Markov chain approximations for an optimal stopping problem with discontinuous reward function

Anne MacKay, Continuous-time Markov chain approximations for an optimal stopping problem with discontinuous reward function, Modeling, Learning and Understanding: Modern Challenges between Financial Mathematics, Financial Technology and Financial Economics, BIRS, BIRS talk, 24w5257, math, mathematics, video

Banff International Research Station

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101M

http://www.birs.ca/events/2024/5-day-workshops/24w5257/videos

http://www.birs.ca/events/2024/5-day-workshops/24w5257/videos/watch/202411141102-MacKay.html

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