Optimal stopping problems constitute a pivotal area in applied mathematics and statistics, where the objective is to determine the most opportune moment to terminate a stochastic process in order to ...

Students must have completed or currently enrolled in a course in the equivalency group containing MATH 310-2 or MATH 311-2. Prerequisite: Students must have completed or currently enrolled in a ...

As global financial markets become increasingly interconnected, accurately modelling correlations between assets is essential. Traditional models often assume static correlations, which fail to ...