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    AuthorAydogan, Burcu (1)Bartuska, Arved (1)Breneis, Simon (1)Hall, Eric (1)Liu, Yang (1)View MoreTypePoster (8)Year (Issue Date)2023 (8)Item AvailabilityOpen Access (8)

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    Session 2

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    Recent Submissions

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      Multilevel and Multi-index Monte Carlo methods for rare events associated with McKean-Vlasov equation

      Subbiah Pillai, Shyam Mohan (2023-05-29) [Poster]
    • Thumbnail

      Multilevel active subspaces method

      Raviola, Matteo (2023-05-29) [Poster]
    • Thumbnail

      Pricing American options under rough Heston

      Breneis, Simon (2023-05-29) [Poster]
    • Thumbnail

      Non-asymptotic quasi-Monte Carlo convergence rate and efficient importance sampling for elliptic PDEs with lognormal coefficients

      Liu, Yang (2023-05-29) [Poster]
    • Thumbnail

      Uncertainty quantification in data-driven solar physics simulations

      Hall, Eric (2023-05-29) [Poster]
    • Thumbnail

      Double-loop quasi-Monte Carlo estimator for nested integration

      Bartuska, Arved (2023-05-29) [Poster]
    • Thumbnail

      Primal-Dual Optimal Stopping with Signatures

      Pelizzari, Luca (2023-05-29) [Poster]
    • Thumbnail

      Optimal investment strategies under the relative performance in jump-diffusion markets

      Aydogan, Burcu (2023-05-29) [Poster]
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