GT "Modèles stochastiques en Finance" Time: 15:30 p.m. to 16:30 p.m. Date: 13th of December 2021 Room : 3105 Emanuel RAPSCH (TU Berlin) "On Controlled Stopping Games and Transition Risk" Abstract :: We study the Nash system of a (non-necessarily homogeneous) $n$-player game of optimal stopping in the presence of common strongly Markovian noise. For […]