Numerical probabilistic methods for high-dimensional problems in finance

1 Anna Aslanyan
Quantitative Finance Centre, BP p.l.c.
aslaa2(())bp.com
2 Gerard Awanou
IMA/University of Minnesota
awanou(())ima.umn.edu
3 Vlad Bally
INRIA
bally(())ccr.jussieu.fr
4 Bruno Bouchard
University Paris VI and CREST
bouchard(())ensae.fr
5 Rene Carmona
Princeton University
rcarmona(())princeton.edu
6 Coskun Cetin
USC
cetin(())math.usc.edu
7 Rodrigo Cruz Sr
Stanford University
rcruz(())stanford.edu
8 Jaksa Cvitanic
USC
cvitanic(())math.usc.edu
9 Darrell Duffie
Stanford University
duffie(())stanford.edu
10 Xin Guo
Cornell University
xinguo(())orie.cornell.edu
11 Vicky Henderson
Princeton University
vhenders(())princeton.edu
12 Arturo Kohatsu-Higa
Universitat Pompeu Fabra
kohatsu(())upf.es
13 Dmitri Krasnov
Courant Institute - NYU
krasnov(())cims.nyu.edu
14 Terry Lyons
The University of Oxford
tlyons(())maths.ox.ac.uk
15 Jin Ma
Purdue University
majin(())math.purdue.edu
16 Adam Oberman
University of Texas at Austin, Mathematics
oberman(())math.utexas.edu
17 Gilles Pages
Universite Paris 6
gpa(())ccr.jussieu.fr
18 Chris Rogers
University of Cambridge
L.C.G.Rogers(())statslab.cam.ac.uk
19 Nizar Touzi
CREST and CEREMADE
touzi(())ensae.fr
20 Nicolas Victoir
Oxford University
victoir(())maths.ox.ac.uk
21 Jeannette Woerner
University of Oxford
woerner(())maths.ox.ac.uk
22 Jianfeng Zhang
University of Southern California
jianfenz(())usc.edu
23 TAO ZHANG
Department of Mathematics, Purdue Univeristy
tzhang(())math.purdue.edu