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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 Noise-induced phenomena in stochastic heat equations file 포항공대 김건우
수학강연회 Non-commutative Lp-spaces and analysis on quantum spaces file 서울대학교 이훈희
수학강연회 Noncommutative Geometry. Quantum Space-Time and Diffeomorphism Invariant Geometry file 서울대학교 Raphael Ponge
수학강연회 Noncommutative Surfaces file 서강대학교 Jens Hoppe
수학강연회 Nonlocal generators of jump type Markov processes file University of Bielefeld Walter Hoh
수학강연회 Normal form reduction for unconditional well-posedness of canonical dispersive equations file KAIST 권순식
수학강연회 Number theoretic results in a family file Univ. of Toronto / KIAS Kim, Henry
수학강연회 On circle diffeomorphism groups file 고등과학원 김상현
수학강연회 On function field and smooth specialization of a hypersurface in the projective space file KAIST 이용남
수학강연회 On Ingram’s Conjecture file University of Zagrab Sonja Stimac
수학강연회 On some nonlinear elliptic problems file Paul Sabatier University, Toulouse Yuri Egorov
수학강연회 On the distributions of partition ranks and cranks file 서울과학기술대학교 김병찬
수학강연회 On the resolution of the Gibbs phenomenon file SUNY Buffalo 정재훈
수학강연회 On the Schauder theory for elliptic PDEs file 연세대학교 김세익
수학강연회 One and Two dimensional Coulomb Systems file 카이스트 폴정
수학강연회 Partial differential equations with applications to biology file POSTECH 황형주
수학강연회 Periodic orbits in symplectic geometry file 서울대 강정수
수학강연회 Q-curvature in conformal geometry file 서강대 Pak Tung Ho
수학강연회 Quantitative residual non-vanishing of special values of various L-functions file UNIST 선해상
수학강연회 Quantum Dynamics in the Mean-Field and Semiclassical Regime file Ecole Polytechnique Francoise Golse
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