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

  • Devika Khurana (Speaker)

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

Period15 Mar 2025 → 17 Mar 2025
Event titleInternational Conference on Connecting Theory an Practice in Mathematics, Statistics and Data Science 2025
Event typeConference
LocationIndiaShow on map

Fields of science

  • 101019 Stochastics
  • 101014 Numerical mathematics
  • 101024 Probability theory
  • 101018 Statistics

JKU Focus areas

  • Digital Transformation