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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

BiGSEM Workshop

The 13th BiGSEM Doctoral Workshop on Economic Theory took place at Bielefeld University earlier this week. The annual event is entirely organized by doctoral students for doctoral students. Out of a pool of applications, sixteen speakers where invited to talk about their research in various fields of theoretical economics. All of these talks took place in the plenary hall of the Center for Interdisciplinary Research amidst the green of the Teutoburg Forest. Afterwards, everybody returned home with new ideas and concepts. Pictures

Serhat Gezer

Serhat Gezer successfully defended his thesis on "Dynamic and Strategic Analysis of Innovations"

Congratulations!

Defense

BiGSEM student Serhat Gezer will defend his doctoral thesis. It will take place in U3-140 at 2 pm on Friday November 23.

New visiting PhD student

Elena Iakimova from University of Calabria (IT) is taking part in BiGSEM as a visiting student in the time from 01/10/2018 to 28/02/2019. Her research interests are mainly focused on energy resources.

Welcome!

BiGSEM happily welcomes ExSIDE students

BiGSEM happily welcomes three second year ExSIDE doctoral students who are now doing their research in BiGSEM during the academic year 2018/19:

Ms. Fen Li
Mr. Thanh Son Pham
Mr. Severin Reissl

We wish our new students a good start and much success with their academic program!