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Title:
Continuous-time Markov chain approximations for an optimal stopping problem with discontinuous reward function
Speaker:
Anne Mackay
Link:
http://www.birs.ca/events/2024/5-day-workshops/24w5257/videos/watch/202411141102-MacKay.html
Workshop:
Birs- 24w5257: Modeling, Learning and Understanding: Modern Challenges between Financial Mathematics, Financial Technology and Financial Economics