Grant: Postgraduate Scholarships - Doctoral
University of Western Ontario
$7,000.00
Solving multiple first passage time problems using Daniel's boundaries.
EF 2014-15
Résumé
first passage time, Daniel's boundary, stochastic process, stochastic differential equations, probability, optimization, american option, optimal exercice boundary
Programme
Postgraduate Scholarships - Doctoral
Bénéficiaire
Emplacement
Ontario, Canada
Type de bénéficiaire
Academia
Type
Grant
Source
NSERC's Awards Data
Tel que publié
Application id
427351-2012
Name nom
Scott, Alexandre
Department département
Applied Mathematics
Organization id
36
Institution établissement
University of Western Ontario
Province en
Ontario
Province fr
Ontario
Country en
CANADA
Country fr
CANADA
Fiscal year exercice financier
2014
Competition year année de concours
2012
Award amount
7000
Program id
PGSD
Program name en
Postgraduate Scholarships - Doctoral
Program name fr
Bourses d'études supérieures - doctorat
Group en
Training programs
Group fr
Programmes de bourse
Committee code
177
Committee name en
S&F Selection Committee for Mathematical Sciences
Committee name fr
Comité de sélection des bourses en mathématiques
Area of application code
9999
Area of application group en
Not available
Area of application group fr
Non disponible
Area of application en
Not available
Area of application fr
Non disponible
Research subject code
2950
Research subject group en
Applied mathematics
Research subject group fr
Mathématiques appliquées
Research subject en
Applied mathematics
Research subject fr
Mathématiques appliquées
Partie
0
Application title
Solving multiple first passage time problems using Daniel's boundaries.
Keyword
NSERC
Application summary
first passage time, Daniel's boundary, stochastic process, stochastic differential equations, probability, optimization, american option, optimal exercice boundary
