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Multilevel Monte Carlo methods for discontinuous payoffs in the Heston model
Presenter
- Andreas Neuenkirch
September 16, 2014
ICERM
International Vaccine Allocation: An Optimization Framework
Presenter
- Michael Veatch
May 19, 2025
ICERM
Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach
Presenter
- Huyen Pham
June 13, 2018
IMA
Multi-phase Laplacian growth models: Analysis and Numerics
Presenter
- Harald Garcke
June 26, 2023
IMSI
Data-Driven Discovery of Geophysical Dynamics with Uncertainty Quantification
Presenter
- Chris Wikle
September 23, 2022
IMSI
Leakage in the Cell Probe Model - Lower Bounds for Response Hiding Encrypted Multi-Maps
Presenter
- Giuseppe Persiano
June 10, 2019
ICERM
Multi-name default intensity models under stochastic time-change
Presenter
- Michael Gordy
March 25, 2015
IPAM
Coprime Factorizations and Reduction of Linear Parameter-varying Systems
Presenter
- Carolyn Beck
January 17, 2007
IMA
Surrogates of multi-physics models, in climate and convection, with sequential design for simulators with sharp transitions using Deep Gaussian Processes
Presenter
- Serge Guillas
February 25, 2025
IMSI
