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On the Limit Theory of Mean Field Optimal Stopping with Common Noise

Offered By: Fields Institute via YouTube

Tags

Mean-Field Theory Courses Probability Theory Courses

Course Description

Overview

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Explore the intricacies of mean field optimal stopping with common noise in this 26-minute conference talk presented by Xihao He from the University of Michigan at the Eastern Conference on Mathematical Finance. Delve into the limit theory and its applications, gaining insights into this advanced mathematical concept. Enhance your understanding of stochastic processes and their role in financial modeling through this specialized presentation hosted by the Fields Institute.

Syllabus

On the limit theory of mean field optimal stopping with common noise


Taught by

Fields Institute

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