University of Cambridge > Talks.cam > Applied and Computational Analysis > Cubature on Wiener space; high order methods for solving the PDEs of Finance

Cubature on Wiener space; high order methods for solving the PDEs of Finance

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  • UserTerry Lyons (Mathematical Institute, Oxford)
  • ClockThursday 18 October 2007, 15:00-16:00
  • HouseMR14, CMS.

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This talk is part of the Applied and Computational Analysis series.

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