Numerical methods for SDEs with discontinuous drift appearing in mathematical finance

  • Michaela Szölgyenyi (Speaker)

Activity: Talk or presentation › Science to science

Period8 Jun 2017 → 9 Jun 2017
Event titleRecent Developments in Numerical Methods with Applications in Statistics and Finance
Event typeUnkonwn
Degree of RecognitionInternational

Austrian Classification of Fields of Science and Technology (ÖFOS)

  • 101007 Financial mathematics
  • 101024 Probability theory
  • 101014 Numerical mathematics
  • 401117 Viticulture