Eight special thematic sessions have been arranged, each with four talks focusing on a specific theme. Each talk will be 25 minutes, plus 5 minutes for discussion.
Title | Organizer(s) |
American Options by MCQMC methods | Ken Seng Tan and Yan Cheng |
Discrepancy and Design of Experiments | Kai-Tai Fang |
MCQMC in Computer Graphics | Alexander Keller |
Monte Carlo Methods for Financial Modelling | Per Mykland |
Monte Carlo Methods in Physics | Jian-Shen Wang and Lei-Han Tang |
Parallel MCQMC | Wolfgang Ch. Schmid |
Random Number Generation | Pierre L'Ecuyer |
Tractability of Multivariate Integration | Henryk Wozniakowski |