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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 Kerstin Hötte will defend her doctoral thesis. It will take place on Wednesday April 15, 2020 at 12:00 pm.

Defense

Torben Koch successfully defended his thesis on "On some Stochastic Control Problems arising in Environmental Economics and Commodity Markets".

Congratulations!

'Research Seminar Management' Talk

On January 28, there will be a 'Research Seminar Management' talk in U3-140 starting from 3:00 p.m. The speaker will be Prof. Shashi Matta (https://ekvv.uni-bielefeld.de/blog/wiwi/entry/vortrag_von_prof_shashi_matta)

Victor Zapata Garcia

Victor Garcia Zapata successfully defended his thesis on "Essays on Labour Economics and International Trade".

Congratulations!

Defense

BiGSEM student Victor Zapata Garcia will defend his doctoral thesis. It will take place in U3-140 at 1:00 pm on Monday January 13.