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Project Details

Institution

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Université de Genève
Section de Mathématiques

Address 24, rue du Général Dufour
1211 Genf 4
Schweiz

1211 Genf 4

Projects

Research Grants
- Current projects
  - BlockXT – Block methods to transparently accelerate and vectorise time dependent simulations
    (Applicant Engwer, Christian )
  - High-dimensional multivariate multifractal (HD-MMF) volatility models: regularized estimation, forecasting and risk management applications with realistically large portfolios of assets
    (Applicants Lux, Thomas ; Sattarhoff, Cristina )

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