T:A:L:K:S

close this window

title:

Multilevel methods for optimal stopping problems

name:

Belomestny

first name:

Denis

location/conference:

SPP-JT12

WWW-link:

http://www.uni-due.de/~hm0124/?lang=en

PRESENTATION-link:

http://www.dfg-spp1324.de/nuhagtools/event_NEW/dateien/SPP-JT12/talks/Belomestny-jt12.pdf

abstract:

In this talk we review several recent multilevel approaches towards solving the optimal stopping problems in discrete and continuous time.
We will also discuss some open problems.