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On Optimal Variance Stopping Problem

ABSTRACT: In the talk I will study maximization of the variance of a linear diffusion over all stopping times. First I will discuss the significance of the problem. Then I will show sufficient conditions under which the value is infinite, and give sufficient conditions under which the problem is uniquely and explicitly solvable.

News

Defense

BiGSEM student, Ghislain-Herman Demeze-Jouatsa, will defend his doctoral  thesis. It will take place on Friday September 21 at 2 pm in V10-122.

ExSIDE Research Training School

The ExSIDE Research Training School will take place from the 12th of September until the 14th of September 2018 at the Bielefeld University

BGTS mobility grants

Congratulations! Ghislain Herman Demeze successfully applied for the BGTS mobility grants.

Successful ExSIDE Second Network-Wide Training Event

in March at the Université Paris 1 Panthéon-Sorbonne, Paris. Our doctoral studens participate at these training event R. Terranova, M. Nanumyan, E. Damdinsuren, S. Reissl, F. Li, T.S. Pham ...

CEF 2018

Nine BiGSEM members actively participated and presented papers at  the 24th International Conference on Computing in Economics and Finance (CEF 2018) in Milano http://comp-econ.org/CEF_2018/.

Call for Papers

13th BiGSEM Doctoral Workshop on Economic Theory

Bielefeld University, Center for Interdisciplinary Research (ZiF)

December 10-11, 2018

SUBMISSION DEADLINE: September 15, 2018

FURTHER INFORMATION:

www.bigsem.de/workshop

E-MAIL:

bigsemworkshop@uni-bielefeld.de