Fields-CFI Conference on Optimal Stopping and Its Applications in Finance and Insurance
Description
Problems of optimal stopping are a fundamental tool in both the theory and application of mathematics to finance and insurance. Researchers in the field address these problems through techniques from probability, partial differential equations, analysis, numerical methods and machine learning. The aim of this conference is to bring together leading researchers from across the world on this important topic to discuss recent results, open problems, and directions in the field.