ИСТИНА |
Войти в систему Регистрация |
|
ИСТИНА ИНХС РАН |
||
16 minisymposia will be organized and each will consist of three talks. The list of minisymposia is: Multilevel Monte Carlo (organized by A. Kebaier) SDE approximation (organised by E. Clément) Unbiased simulation of SDEs (organised by A. Alfonsi) Simulation of Stochastic graphs and applications (organised by F Benaych-Georges) Particle methods (organised by R. Ryder) Bayesian computation statistics (organised by C. Robert) Optimal trading (organised by S. Laruelle) Stochastic algorithms (organised by J.Lelong) Rare events and stress tests (organised by L. Goudenège) Non linear finance and Nested Monte Carlo (organised by S. Crépey) Simulation of BSDEs (organised by P. Turkedjiev) HPC and GPU (organised by L. Abbas-Turki) Quasi Monte-Carlo (organised by N. Chopin) Model risk and uncertainty (organised by C Martini) Efficient computations of sensitivities (organised by C.A. Lehalle) Mean-fields simulations (organised by F. Delarue)