SIAM Conference on Uncertainty Quantification (UQ20)
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Eric Hall
RWTH Aachen University Germany
  • Session MS171: UQ for Rough Volatility and Predictive Models in Finance (Part I of II) Chair(s)
    Date: 03-26-2020 , Time: 02:00 pm | Topic: UQ for complex systems
    Details
  • Presentation Weak Error Rates for Option Pricing under the Rough Bergomi Model Author
    Date: 03-26-2020 , Time: 02:00 pm | Topic: UQ for complex systems
    Details
  • Session MS172: UQ for Rough Volatility and Predictive Models in Finance (Part II of II) Chair(s)
    Date: 03-26-2020 , Time: 04:30 pm | Topic: UQ for complex systems
    Details
  • Presentation Predictive Probabilistic Graphical Models for Energy Materials Speaker
    Date: 03-27-2020 , Time: 02:00 pm | Topic: Probability Theory for UQ
    Details