Search for tag: "cultural conventions"
CAM Colloquium - Alex Townsend: Fast transforms based on asymptotic expansions of special functionsA great success of the 20th century was the development of fast transforms such as the fast Fourier transform, the fast multipole method, and butterfly algorithms. In this talk we carefully employ…
From E. Cornelius
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ORIE Colloquium on 2/14/2012 - Pierre Patie: Asian Options and Wiener-Hopf Type FactorizationTuesday, February 14 at 4:15pm Frank H.T. Rhodes Hall, 253 Asian options are path-dependent contingent claims, whose payoff is a function of the average of underlying prices over a prescribed time…
From E. Cornelius
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