Fast orthogonal transforms for multilevel quasi-Monte Carlo simulation in financial engineering

  • Christian Irrgeher (Speaker)

Activity: Talk or presentation › Contributed talk › unknown

Period24 Sept 2012
Event title1st Austrian Stochastics Days
Event typeConference
LocationAustriaShow on map

Fields of science

  • 101007 Financial mathematics
  • 101025 Number theory

JKU Focus areas

  • Computation in Informatics and Mathematics