Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
Prof. Aleksandar Mijatovic, Statistics, University of Warwick
B1 L2 R2202
Prof. Aleksandar Mijatovic, Statistics, University of Warwick
B1 L2 R2202
Prof. Jesualdo Tomas Fernandez Breis, University of Murcia, Spain
B2 L5 R5220
Prof. Amitava Bhattacharjee, Astrophysical Sciences, Princeton University
B20 Auditorium
Prof. Amitava Bhattacharjee, Astrophysical Sciences, Princeton University
B20 Auditorium
Morio Toyoshima, Director General of Wireless Networks Research Center, National Institute of Information and Communications Technology
B1 L3 R3119
Prof. Stefano Castruccio, Associate professor, University of Notre Dame, USA
B1 L4 R4102
Michalis Matthaiou, Professor, Electrical Engineering and Computer Science, Queen’s University Belfast, United Kingdom
B1 L3 R3119
Yalchin Efendiev, Professor, Institute for Scientific Computation, Texas A and M University
B9 L3 R3128
Stochastic Numerics PI Professor Raul Tempone (Chair) and Computational Probability PI Professor Ajay Jasra (Co-Chair)
B9
Alpar Meszaros, Assistant Professor, Department of Mathematical Sciences, Durham University (UK)
B1 L4 R4102
Eduardo Teixeira, Full Professor, Department of Mathematics, University of Central Florida (USA)
B1 L4 R4102
Prof. Luigi Carlo Berselli
B2 L5 R5220
Peter Rousseeuw, Professor Emeritus, Statistics and Data Science, KU Leuven, Belgium
B9 L2 H2
Peter Rousseeuw, Professor Emeritus, Statistics and Data Science, KU Leuven, Belgium
B9 L2 H2
Alpar Meszaros, Assistant Professor, Department of Mathematical Sciences, Durham University (UK)
B1 L4 R4102
Eduardo Teixeira, Full Professor, Department of Mathematics, University of Central Florida (USA)
B1 L4 R4102
Alpar Meszaros, Assistant Professor, Department of Mathematical Sciences, Durham University, UK
B1 L4 R4102
Eduardo Teixeira, Full Professor, Department of Mathematics, University of Central Florida (USA)
B1 L4 R4102
Prof. Eduardo Teixeira, Department of Mathematics, University of Central Florida (USA)
B1 L4 R4102
Prof. Hussein Hoteit, Energy Resources and Petroleum Engineering, KAUST
B2 L5 R5220