Project

Stochastic modeling with applications in financial markets

Code
3WO02516
Duration
01 January 2016 → 31 December 2020
Funding
Research Foundation - Flanders (FWO)
Research disciplines
  • Natural sciences
    • Game theory, economics, social and behavioural sciences
    • Applied and interdisciplinary physics
  • Social sciences
    • Mathematical and quantitative methods not elsewhere classified
Keywords
stochatic modellering
 
Project description

This scientific research network will focus on interdisciplinary research (mathematics – physics – economics) in the area of stochastic modelling based on the interaction between theory, numerical computations and applications in financial markets. Hereto the network will make use of the complementary expertise present in the participating research groups.