Fast orthogonal transforms for multilevel quasi-Monte Carlo simulation in computational finance

  • Christian Irrgeher (Speaker)

Activity: Talk or presentation › Poster presentation › unknown

Period07 Feb 2013
Event titleActuarial and Financial Mathematics Conference 2013
Event typeConference
LocationBelgiumShow on map

Fields of science

  • 101007 Financial mathematics
  • 101025 Number theory

JKU Focus areas

  • Computation in Informatics and Mathematics