Multilevel Monte Carlo method
|
Thu, 05/05/2011 14:00 |
Prof Mike Giles (University of Oxford) |
Computational Mathematics and Applications  |
Gibson Grd floor SR |
|
Please note that this is a short notice change from the originally advertised talk by Dr Shahrokh Shahpar (Rolls-Royce plc.) The new talk "Multilevel Monte Carlo method" is given by Mike Giles, Oxford-Man Institute of Quantitative Finance, Mathematical Institute, University of Oxford. Joint work with Rob Scheichl, Aretha Teckentrup (Bath) and Andrew Cliffe (Nottingham) |
|||