JSM 2016 Online Program

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Sessions Were Renumbered as of May 19.

Legend:
CC-W = McCormick Place Convention Center, West Building,   CC-N = McCormick Place Convention Center, North Building
H = Hilton Chicago,   UC= Conference Chicago at University Center
* = applied session       ! = JSM meeting theme

Keyword Search Criteria: Guaranteed Automatic Integration Library returned 2 record(s)

Thursday, 08/04/2016

Simulating the Heston Model via the QE Method with a Specified Error Tolerance
Xiaoyang Zhao, Illinois Institute of Technology; Fred Hickernell, Illinois Institute of Technology
8:50 AM

Guaranteed Adaptive Quasi-Monte Carlo Methods with Control Variates
Da Li, Illinois Institute of Technology; Fred Hickernell, Illinois Institute of Technology
9:35 AM

JSM 2016 Online Program

Keyword Search

ASA Meetings Department

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