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.
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A talk by Chiheb Ben Hammouda in the International Conference on Computational Finance 2019 (ICCF2019), Coruña, Spain
01 July, 2019
Chiheb Ben Hammouda will give, on July 12, 2019, a talk entitled "Adaptive sparse grids and quasi Monte Carlo for option pricing under the rough Bergomi model" in the International Conference on Computational Finance 2019 (ICCF2019), Coruña, Spain.
The talk is related to the work "Hierarchical adaptive sparse grids and quasi Monte Carlo for option pricing under the rough Bergomi model."