Section: Highlights of the Year
Highlights of the Year
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Creation of a joint seminar on Numerical probability and Mathematical Finance with the LPMA laboratory, University Paris-Diderot.
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Organization by B. Jourdain with B. Bouchard (Université Paris-Dauphine) and E. Gobet (Ecole Polytechnique) of the 2015-2016 thematic semester on Monte Carlo methods (financed by the Institute Louis Bachelier) at Institut Henri Poincaré, Paris https://www.ceremade.dauphine.fr/montecarlo/MonteCarlo.html, and the international closing conference in July 2016. https://montecarlo16.sciencesconf.org