SRI Uncertainty Quantification Annual Workshop - 2016
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The main research focus of the group is on developing efficient and robust numerical methods for solving stochastic differential equations in engineering and sciences. Our work expands in numerical analysis, computational mechanics, mathematical finance, biological modeling and network theory which are involved with stochastics.
Latest News
03 August, 2020
Prof. Raul Tempone and Dr. Chiheb Ben Hammouda are organizing a minisymposia "Hierarchical Methods for Variance Reduction"Prof. Raul Tempone and Dr. Chiheb Ben Hammouda are organizing a minisymposia "Hierarchical Methods for Variance Reduction" at the MCQMC Conference, 10-14 August 2020, University of Oxford.
02 July, 2020
Chiheb Ben Hammouda succesfully defended his PhD ThesisOn July 2nd, 2020, Chiheb Ben Hammouda successfully defended his PhD thesis entitled "Hierarchical Approximation Methods for Option Pricing and Stochastic Reaction Networks"