Numerical methods for option pricing: polynomial approximation and high dimensionality

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Event details

Date 01.11.2019
Hour 17:00
Speaker Francesco STATTI
Location
Category Thesis defenses

Thesis Directors: Prof. D. Kressner, Prof. D. Filipovic
Mathematics doctoral program
Thesis Nr. 7386

Practical information

  • General public
  • Free

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EDMA

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