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Syllabus
Lectures 1-11
Appendix A. Some basic tools in probability theory
Appendix B. Discrete-Time Martingales
Appendix C. Snell Envelopes and Optimal Stopping Problems
For further information please contact: Prof. Dr. Delia Marina Coculescu
Module: 00.00.0000-00.00.0000, Exam date provisional, Room: n.n. Seats: ?, Type: written examModule: 14.06.2024 9:00-12:00, Room: Y15G19 Seats: 175, Type: written exam
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