Exact Simulation of Multidimensional Reflected Diffusions
Speaker:
Jose H. Blanchet
(Columbia University
IEOR Department
340 W. Mudd Building
500 West 120th Street
New York, NY 10027-6699
United States of America)
Organiser:
Sandeep K Juneja
Date:
Tuesday, 21 Jan 2014, 16:00 to 17:00
Venue:
D-405 (D-Block Seminar Room)