Project Team Mathfi

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2011 Team Activity Report
MATHFI
Financial mathematics
Research centre: Paris - Rocquencourt
In partnership with: CNRS, Ecole des Ponts ParisTech, Université Paris-Est Marne-la-Vallée
In collaboration with: Laboratoire d'Analyse et de Mathématiques Appliquées (LAMA), Centre d'Enseignement et de Recherche en Mathématiques et Calcul Scientifique (CERMICS)
Field: Applied Mathematics, Computation and Simulation
Theme: Stochastic Methods and Models
Keywords: Financial Mathematics, Numerical Probability, Monte Carlo Methods, Stochastic Control, Malliavin Calculus