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金融工程研究中心学术报告:Optimal stopping without time consistency
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- 2023-12-04 13:41:29
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报 告 人:金含清 教授 牛津大学
报告时间:2023.12.06(周三) 09:30-10:30
报告地点:金融工程研究中心105学术报告厅
报告摘要:
We
study a continuous time dynamic optimal stopping problem with a flow of
preferences, which can be in non-expectation form and can depend on both the
current time and state of the system in general. We will define a solution to
the problem by the rationality of the agent, and compare it with other
solutions appeared in literature.
个人主页:
https://www.maths.ox.ac.uk/people/hanqing.jin
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