MS-Thesis Defense

MS-Thesis Defense: Hybrid Adaptive Multilevel Monte Carlo Algorithm for Non-Smooth Observables of It ô Stochastic Differential Equations By Nadhir Ben Rached

11/27/2013
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.
  • Location: Building 1, Room 4214