Exact simulation of the first-passage time of SDEs to time-dependent thresholds.

Activity: Talk or presentation › Invited talk › science-to-science

Period18 Apr 2025
Event titleSIAM Student Chapter
Event typeConference
LocationAmes, United StatesShow on map

Fields of science

  • 101019 Stochastics
  • 107 Other Natural Sciences
  • 101014 Numerical mathematics
  • 101024 Probability theory
  • 101018 Statistics

JKU Focus areas

  • Digital Transformation