Parametric Continuity in Problems of Optimal Stopping with Applications to American Options and Stopping Games

Parametric Continuity in Problems of Optimal Stopping with Applications to American Options and Stopping Games

Explore parametric continuity in optimal stopping problems and their applications to American options and stopping games in this 24-minute conference talk by Steven Campbell from Columbia University. Delivered at the Eastern Conference on Mathematical Finance on September 27, 2024, at the Fields Institute, delve into the intricate connections between mathematical finance and optimal stopping theory. Gain insights into how parametric continuity influences decision-making processes in financial markets, particularly in the context of American options pricing and strategic stopping games.