Numerical methods for SDEs with discontinuous drift appearing in mathematical finance

  • Michaela Szölgyenyi (Speaker)

Activity: Talk or presentationScience to science

Period8 Jun 20179 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