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강연자 전준기
소속 경희대학교
date 2021-04-01

 

Many problems in financial mathematics are closely related to the stochastic optimization problem because the optimal decision must be made under the uncertainty. In particular, optimal stopping, singular control, and optimal switching problems in the stochastic optimization problem arising from financial mathematics are formulated into the free boundary problem when the uncertainty follows the Markov process. The optimal strategies to each optimization problem is determined by the free boundary. In this talk, I introduce various free boundary problems in financial mathematics.

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카테고리 제목 소속 강연자
수학강연회 Entropy of symplectic automorphisms file 서강대학교 김준태
수학강연회 Equations defining algebraic curves and their tangent and secant varieties file KAIST 박진형
수학강연회 Essential dimension of simple algebras file KAIST 백상훈
수학강연회 Existence of positive solutions for φ-Laplacian systems file 이용훈 수학강연회,특별강연,대중강연
수학강연회 Faithful representations of Chevalley groups over quotient rings of non-Archimedean local fields file Univ. Bremen Keivan Mallahi-Karai
수학강연회 Fano manifolds of Calabi-Yau Type file 서울대학교 Atanas Iliev
수학강연회 Fefferman's program and Green functions in conformal geometry file 서울대학교 Raphaël Ponge
수학강연회 Fermat´s last theorem file 카이스트 최서현
수학강연회 Fixed points of symplectic/Hamiltonian circle actions file 부산대 수학과 장동훈
수학강연회 Free boundary problems arising from mathematical finance file 경희대학교 전준기
수학강연회 Freudenthal medal, Klein medal 수상자의 수학교육이론 file 서울대 수학교육과 권오남
수학강연회 From mirror symmetry to enumerative geometry file 서울대학교 오정석
수학강연회 Gaussian free field and conformal field theory file 서울대학교 강남규
수학강연회 Generalized multiscale HDG (hybridizable discontinuous Galerkin) methods for flows in highly heterogeneous porous media file 육군사관학교 문미남
수학강연회 Geometric Langlands theory: A bridge between number theory and physics file 서울대학교 유필상
수학강연회 Geometric structures and representation spaces file 서울대학교 이계선
수학강연회 Geometry, algebra and computation in moduli theory file 서울대 현동훈
수학강연회 Global result for multiple positive radial solutions of p-Laplacian system on exterior domain file 부산대학교 이용훈
수학강연회 Green’s function for initial-boundary value problem file National Univ. of Singapore Shih-Hsien Yu
수학강연회 Gromov-Witten-Floer theory and Lagrangian intersections in symplectic topology file IBS, 포항공과대학교 오용근
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