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Image Analysis Group
Department of Mathematics
Lecture "On Euler-type schemes for SDEs with discontinuous drift motivated by problems in mathematical finance"
Lecture "On Euler-type schemes for SDEs with discontinuous drift motivated by problems in mathematical finance"
RTG 1932
29. May 2018
Lecturer:
Dr. Michaela Szölgyenyi (ETH Zurich),
Time:
29.05.2018, 13:45
Room:
46-268