SIAM Conference on Uncertainty Quantification (UQ20)
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Chiheb Ben Hammouda
King Abdullah University of Science and Technology (KAUST)
Saudi Arabia
Presentation
- CANCELED - Hierarchical adaptive sparse grids and quasi Monte Carlo for option pricing under the rough Bergomi model
Speaker
Date: 03-26-2020 , Time: 04:30 pm
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Topic: UQ for complex systems
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Presentation
Importance Sampling for a Robust and Efficient Multilevel Monte Carlo Estimator for Stochastic Biological Systems
Author
Date: 03-27-2020 , Time: 03:30 pm
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Topic: UQ for complex systems
Details