We present efficient partial differential equation (PDE) methods for continuous-time mean-variance portfolio allocation problems when the underlying risky asset follows a stochastic volatility process ...

In his doctoral thesis, Michael Roop develops numerical methods that allow finding physically reliable approximate solutions ...

The mere attendance of the lecture is valued at 2 CP. If the tutorials are completed as well (> 70 %), 3 CP are awarded. For this, the solutions to the problems must be handed in before the next ...

A University of Manchester researcher has developed a machine-learning method to spot sudden changes in fluid behavior, known as bifurcation points, before traditional simulations fail. The approach ...