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Stochastic modeling with applications in financial markets.
This FWO scientific research network will focus on interdisciplinary research (mathematics – physics) in the area of stochastic modelling based on the interaction between theory, numerical computations and applications in financial markets. Hereto the network will make use of the complementary expertise present in the participating research groups.
Date:1 Jan 2011 → Today
Keywords:STOCHASTIC MODELS, APPLIED MATHEMATICS, FINANCIAL MATHEMATICS, NUMERICAL METHODS
Disciplines:Game theory, economics, social and behavioural sciences, Numerical analysis, Probability theory, Statistics
Project type:Collaboration project