talks | Abel Azze

2025 — Optimally Stopping a Gauss-Markov process with random terminal value
Probability Seminar, Department of Mathematics, University of Manchester, Manchester, UK
2023 — Optimal stopping of Gauss-Markov processes
Quantitative Methods Job Market Seminar, Department of Quantitative Methods, CUNEF Universidad, Madrid, Spain

2025 — Optimal stopping of Gauss-Markov processes with random terminal value
Fields-CFI Conference on Optimal Stopping and Its Applications in Finance and Insurance, The Fields Institute, Toronto, Canada

2024 — Optimal stopping of Gauss-Markov bridges
4th International Workshop on Stochastic Processes and their Applications, Universidad de Zaragoza, Zaragoza, Spain
2024 — Optimal stopping of Gauss-Markov bridges with applications to American options
12th Bachelier World Congress of the Bachelier Finance Society, FGV EMAp, Rio de Janeiro, Brazil
2023 — Optimal stopping of Gauss–Markov bridge
Bringing Young Mathematicians Together (BYMAT) 2023, ICMAT, Madrid, Spain
2020 — Optimal exercise for American options under pinning effect
Theory and Practice of Optimal Stopping and Free Boundary Problems, University of Leeds, Leeds, UK
2019 — Optimal exercise for American options under stock pinning
2nd Spanish Young Statisticians and Operational Researchers Meeting (SYSORM 2019), Spain
2018 — Optimal stopping and Volterra type equations: application to the Brownian Bridge
Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2018), Italy
2014 — Estimación por Kernel para Colas Pesadas
Jornada Científica Estudiantil 2014, University of Havana, Havana, Cuba
2014 — Bandwidth selection for heavy-tailed distributions
XXIV Encuentro de Estadísticos Cuba-México, Havana, Cuba
2013 — Estimación por Kernel en muestras pequeñas
Jornada Científica Estudiantil 2013, University of Havana, Havana, Cuba

2018 — Inferring the optimal stopping boundary for a Brownian bridge
Statistical Methods for Big Data (SMBD 2018), Spain