23 November ~ Jorge Gonzalez

Title: Geometrically convergent simulation of the extrema of Lévy processes   Abstract: We develop a novel Monte Carlo algorithm for the simulation from the joint law of … Read more

16 November ~ Bruno Eijsvogel

Title: An introduction to the Riemann-Hilbert approach to orthogonal polynomials   Abstract: In this talk I will give a superficial introduction to how the direct problem … Read more