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
Manuscript entitled "Pricing American options by exercise rate optimization" accepted in Quantitative Finance, and will be run as a feature.
22 June, 2020
Manuscript entitled "Pricing American options by exercise rate optimization" is accepted in Quantitative Finance, and will be run as a feature. The manuscript is authored by Christian Bayer, Raul Tempone, and Soren Wolfers.