Software companion for my bachelor thesis "Optimal stopping problems for Ornstein-Uhlenbeck processes in mathematical finance".
Functions in OU_MLE.R and fisher_info.R are needed for the rest of scripts. The scripts are separated into each chapter of the thesis. Their name indicates what Figure they reproduce.
For Chapter 3, the rds files with the simulated paths and inferred boundaries are saved for each scenario, so that the results can be replicated. generate_paths.R may be used to generate new path with different parameters if further investigation into different scenarios is needed.