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Numerical methods for Hamilton-Jacobi equations in mathematical finance

What Lectures and Seminars at the WPI
When 2012-06-22 09:00 to
2012-06-23 13:00
Where WPI Seminar Room C714
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Mini-course organized by P. Laurence (U. Roma), R. Aid (Electricite' de France), F. Benth (U. Oslo), V. Kholodnyi (Verbund), and A. Veraart (Imperial College)

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Upcoming Talks
Vladimir Korepin (C.N. Yang Institute for Theoretical Physics, State University of New York, Stony Brook, U.S.A.),
The Algebraic Bethe Ansatz 2013-05-28 10:00
Monika Dörfler (Fakultät für Mathematik, Universität Wien),
Local and Global Aspects of Time-Frequency Analysis – With Application to Sound Analysis 2013-05-28 14:00
Oleg Shcherbina,
Local Elimination Algorithms for Sparse Discrete Optimization Problems 2013-05-29 11:00
Beatrice Acciaio (Fakultät für Mathematik, Universität Wien),
Optimal Transport, Model-Independent Pricing and Trajectorial Inequalities 2013-05-29 17:30
Justin Sawon (University of North Carolina),
Deformations of generalized K3 surfaces and Fourier-Mukai transforms 2013-05-31 14:00
Simon Scott (King's College, London),
Logarithmic TQFT, torsion, and trace invariants 2013-06-05 14:00
Prof. Dr. Clemens Heuberger (Alpen-Adria Universität Klagenfurt),
Asymptotic and probabilistic analysis of minimal redundant digit expansions 2013-06-05 16:15
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