CEMRACS 2017 - Seminars

source: Centre International de Rencontres Mathématiques  2017年9月8日

1 56:54 Jorge P. Zubelli: Project Evaluation under Uncertainty
2 55:28 Stefano De Marco: Some asymptotic results about American options and volativity
3 53:15 Denis Belomestny: Projected particle methods for solving McKean Vlasov SDEs
4 56:03 Francisco José Silva Álvarez: On the discretization of some nonlinear Fokker-Planck-Kolmogorov ...
5 49:25 Emmanuel Gobet : Forward and backward simulation of Euler scheme
6 43:14 Ludovic Goudenège: Splitting algorithm for nested events
7 47:29 Mathieu Laurière: Mean field type control with congestion
8 47:01 Laurent Mertz: Stochastic variational inequalities for random mechanics