Presentation Name: | Monte Carlo Methods for Forward Backward SDEs |
---|---|
Presenter: | Prof. Zhang Jianfeng |
Date: | 2007-08-12 |
Location: | 光华东主楼1801室 |
Abstract: | Due to its applications in many areas, numerical methods for Forward Backward SDEs, especially in high dimensions, have received strong attention in recent years. There are typicaly two approaches: PDE approach and
|
Annual Speech Directory: | No.98 |
220 Handan Rd., Yangpu District, Shanghai ( 200433 )| Operator:+86 21 65642222
Copyright © 2016 FUDAN University. All Rights Reserved