Category: Computational Finance and Energy Markets

American option pricing with an adaptive penalization strategy using the sparse grid combination technique combined with the Parareal-algorithm

Computational Finance, Computational Finance and Energy Markets, Student contribution, Wuppertal

My name is Anna Clevenhaus and I am a second year Phd-Student in the Applied Mathematics and Numerical Simulation (AMNA) group of the University of

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ITWM Researcher Stefanie Schwaar Establishes New Research Group for Artificial Intelligence

big data, Computational Finance and Energy Markets, ECMI Nodes, Featured, Job opportunities, Kaiserslautern

Dr. Stefanie Schwaar from the Fraunhofer Institute for Industrial Mathematics ITWM won the BMBF’s call for tenders for funding among young female AI researchers. She

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Numerical Solution of SDEs on Matrix Lie Groups with Financial Applications

Computational Finance, Computational Finance and Energy Markets, Student contribution, Wuppertal

My name is Michelle Muniz and I am a second year PhD student at the Bergische Universität Wuppertal (BUW), where I have also received both

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GPU Computing and Machine Learning for solving high-dimensional BSDEs

Computational Finance and Energy Markets, Wuppertal

My name is Lorenc Kapllani, I come from Albania. Currently, I’m following my first year of the PhD program in University of Wuppertal, group of

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German-Slovakian Project MATTHIAS on Hamilton-Jacobi-Bellman Equations in Finance

Computational Finance, Computational Finance and Energy Markets, Featured, Project in focus, Wuppertal

  Bilateral German-Slovakian Project MATTHIAS – Modelling and Approximation Tools and Techniques for Hamilton-Jacobi-Bellman equations in finance and Innovative Approach to their Solution financed by

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