Optimally Transported Schemes

Optimally Transported Schemes

Work Group dedicated to Optimally Transported Schemes development techniques

Optimally Transported Schemes

  

Optimally Transported Schemes - Application to Mathematical Finance

Work group dedicated to applications in Finance of Optimally Transported Schemes techniques

Optimally Transported Schemes - Application to Mathematical Finance

 

Low Level Detection in Dense clouds of points

Group dedicated to low level detection in dense clouds of points

 

Low Level Detection in Dense clouds of points 

 

Synopsis :

The main topic of this Work Group is to design algorithms for the following applications:

Quantizers_Heston.pdf

Quantizer.pdf

Optimal_Heston.pdf

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