OPTIMAL STOPPING WITH APPLICATIONS

SYMPOSIUM

23 - 26 June 2009, Åbo/Turku, Finland


The theory of optimal stopping is a classic field of probability whose foundations were laid more than fifty years ago. Advances in probability theory together with modern applications (especially in mathematical finance) have brought about a renaissance in the theory and practice of optimal stopping. Remarkable progress has been made in recent years leading to new perspectives both in theoretical approaches and applications. The aim of the Symposium is to provide a forum for researchers in optimal stopping to present new results, exchange ideas and develop the field further.
The Symposium is a sequel to the symposium held in Manchester 2006.


Venue: Åbo Akademi University, Arken (auditorium Armfelt), Fabriksgatan 2, 20500 Åbo/Turku

Organizing Committee

          

Scientific Committee
  • Luis Alvarez
    		•
  • Luis Alvarez (Turku/Åbo, Finland)
    		•
  • Goran Peskir
    		•
  • Robert Dalang (Lausanne, Switzerland)
    		•
  • Teppo Rakkolainen (coordinator)
    		•
  • Yaozhong Hu (Lawrence, USA)
    		•
  • Paavo Salminen (chair)
    		•
  • Saul Jacka (Warwick, Great Britain)
    		•
  • Bernt Øksendal
    		•
  • Andreas Kyprianou (Bath, Great Britain)
    		•
  • Alexander Novikov (Sydney, Australia)
    		•
  • Goran Peskir (Manchester, Great Britain)
    		•
  • Huyên Pham (Paris, France)
    		•
  • Paavo Salminen (Turku/Åbo, Finland)
    		•
  • Larry Shepp (Piscataway, USA)
    		•
  • Albert Shiryaev (Moscow, Russia)
    		•
  • Wolfgang Stadje (Osnabrück, Germany)
    		•
  • Agnès Sulem (Paris, France)
    		•
  • Bernt Øksendal (Oslo, Norway)
    		•
    Contact:
    Paavo Salminen, Fax: +358 2 215 4865, Email: paavo.salminen(at)abo.fi
    Teppo Rakkolainen, Fax: +358 2 4814 299, Email: teppo.rakkolainen(at)tse.fi