Host Department of Applied Mathematics Speaker Matthew Dixon Department of Applied Mathematics, Illinois Institute of Technology Description Modeling counterparty risk is computationally challenging...
Host Department of Applied Mathematics Speaker Ziteng Cheng Department of Applied Mathematics, Illinois Institute of Technology www.iit.edu/applied-math/about/phd-students Description We consider a...
Host Department of Applied Mathematics Speaker Sergey Nadtochiy Department of Applied Mathematics, Illinois Institute of Technology http://www-personal.umich.edu/~sergeyn/ Description In this paper...
Host Department of Applied Mathematics Speaker Mykhaylo Shkolnikov Department of Operations Research and Financial Engineering, Princeton University https://www.princeton.edu/~mykhaylo/ Description In...
Host Department of Applied Mathematics Speaker Ziteng Cheng Department of Applied Mathematics, Illinois Institute of Technology Description The filtering theory regards estimating an unobservable...
Host Department of Applied Mathematics Speaker Shibi Feng Department of Applied Mathematics, Illinois Institute of Technology www.iit.edu/applied-math/about/phd-students Description We introduce a...
Host Department of Applied Mathematics Speaker Yicong Huang Department of Applied Mathematics, Illinois Institute of Technology www.iit.edu/applied-math/about/phd-students Description We consider a...
Host Department of Applied Mathematics Speaker Igor Cialenco Department of Applied Mathematics, Illinois Institute of Technology http://www.math.iit.edu/~igor/ Description Over the course of two or...
Host Department of Applied Mathematics Speaker Igor Cialenco Department of Applied Mathematics, Illinois Institute of Technology http://www.math.iit.edu/~igor/ Description Over the course of two or...
Host Department of Applied Mathematics Speaker Igor Cialenco Department of Applied Mathematics, Illinois Institute of Technology http://www.math.iit.edu/~igor/ Description We proposed a nonlinear...
