Improved adaptive Multilevel Monte Carlo and applications to finance.
Time: 14:00 to 17:00 Ngày 14/04/2017
Venue/Location: B4-705
Speaker: Mohamed Ben Alaya (LAGA - Université Paris 13)
Time: 14:00 to 17:00 Ngày 14/04/2017
Venue/Location: B4-705
Speaker: Mohamed Ben Alaya (LAGA - Université Paris 13)