Monte-Carlo for high-dimensional problems in quantitative finance

Presentation Date:

Friday, January 22, 2021

Location:

6th Asian Quantitative Finance Seminar

6aqfs-soner.pdf

804 KB

Contact

Mete Soner, Professor

Department of Operations Research and Financial Engineering

Princeton University

Sherrerd Hall 328, Charlton Street

Princeton, NJ 08544

Email

Office: 225 Sherrerd Hall

Phone: 609-258-5130

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