MS-Thesis Defense: Hybrid Adaptive Multilevel Monte Carlo Algorithm for Non-Smooth Observables of It ô Stochastic Differential Equations By Nadhir Ben Rached
MS-Thesis Defense: Hybrid Adaptive Multilevel Monte Carlo Algorithm for Non-Smooth Observables of It ô Stochastic Differential Equations By Nadhir Ben Rached
27 November, 2013
Hybrid Adaptive Multilevel Monte Carlo Algorithm for Non-Smooth Observables of It ô Stochastic Differential Equations By Nadhir Ben Rached (MS-Thesis Student of Prof. Raul Tempone, AMCS, KAUST)
Class schedule: Wednesday, November 27th, 2013 at 10:30 a.m.