On the Limit Theory of Mean Field Optimal Stopping with Common Noise
Offered By: Fields Institute via YouTube
Course Description
Overview
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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