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Videos linked to 91G60 Numerical methodsMore +
![Brief introduction of Quasi-Monte Carlo Methods and their Applications]()
49:44published on November 2, 2020Brief introduction of Quasi-Monte Carlo Methods and their Applications
By Gunther Leobacher
![Risk theory: models and objectives PDMPs in risk theory and QMC integration I]()
01:13:53published on November 2, 2020Risk theory: models and objectives PDMPs in risk theory and QMC integration I
By Stefan Thonhauser
![Derivative pricing, simulation from non-uniform distributions - lecture 3]()
52:11published on November 2, 2020Derivative pricing, simulation from non-uniform distributions - lecture 3
By Giray Ökten
![PDMPs and Integrals PDMPs in risk theory and QMC integration II]()
59:27published on November 2, 2020PDMPs and Integrals PDMPs in risk theory and QMC integration II
By Stefan Thonhauser
![Some asymptotic results about American options and volativity]()
55:27published on August 3, 2017Some asymptotic results about American options and volativity
By Stefano De Marco
![Optimal vector quantization: from signal processing to clustering and numerical probability]()
01:51:23published on July 31, 2017Optimal vector quantization: from signal processing to clustering and numerical probability
By Gilles Pagès
